Insurance guaranty premiums and exchange options
Year of publication: |
2023
|
---|---|
Authors: | Lee, Hangsuck ; Song, Seongjoo ; Lee, Gaeun |
Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9660, ZDB-ID 2389109-9. - Vol. 17.2023, 1, p. 49-77
|
Subject: | Esscher transform | Exchange options | Insurance guaranty premiums | Multi-step barrier | Option pricing | Reflection principle | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Versicherung | Insurance | Versicherungsbeitrag | Insurance premium | Risikomodell | Risk model | Risikoprämie | Risk premium |
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