Bounds for present value functions with stochastic interest rates and stochastic volatility
Year of publication: |
2002
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---|---|
Authors: | De Schepper, Ann ; Goovaerts, Marc ; Dhaene, Jan ; Kaas, Rob ; Vyncke, David |
Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 31.2002, 1, p. 87-103
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Publisher: |
Elsevier |
Saved in:
Online Resource
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