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Impacts of jumps and stochastic interest rates on the fair costs of guaranteed minimum death benefit contracts
Quittard-Pinon, François; Randrianarivony, Rivo - In: The Geneva risk and insurance review 36 (2011) 1, pp. 51-73
Persistent link: https://www.econbiz.de/10009153904
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Pricing formulae for exotic caps
Quittard-Pinon, François; Chrétien, Laurent - In: Finance : revue de l'Association Française de Finance 25 (2004) 2, pp. 27-47
Persistent link: https://www.econbiz.de/10002978426