Analytical approximations for prices of swap rate dependent embedded options in insurance products
Year of publication: |
2009
|
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Authors: | Plat, Richard ; Pelsser, Antoon André Jean |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 44.2009, 1, p. 124-134
|
Subject: | Optionspreistheorie | Option pricing theory | Swap | Versicherung | Insurance | Optionsgeschäft | Option trading |
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