Utility indifference pricing of interest-rate guarantees
Fred Espen Benth and Frank Proske
| Year of publication: |
2009
|
|---|---|
| Authors: | Benth, Fred Espen ; Proske, Frank |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 12.2009, 1, p. 63-82
|
| Subject: | Lebensversicherung | Life insurance | Zins | Interest rate | Optionspreistheorie | Option pricing theory | Theorie | Theory |
| 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/10003847563