A Comparison between Different Numerical Schemes for the Valuation of Unit-Linked Contracts Embedding a Surrender Option
Year of publication: |
2012
|
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Authors: | Bacinello, Anna Rita |
Other Persons: | Millossovich, Pietro (contributor) ; Montealegre, Alvaro (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Optionspreistheorie | Option pricing theory |
Extent: | 1 Online-Ressource (12 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 20, 2012 erstellt |
Other identifiers: | 10.2139/ssrn.2157493 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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