Analytical approximations for prices of swap rate dependent embedded options in insurance products
Richard Plat, Antoon Pelsser
| 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
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| Subject: | Swap | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Versicherung | Insurance |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009517653