Valuation of early exercisable interest rate guarantees
Anders Grosen ; Peter Løchte Jørgensen
| Year of publication: |
1997
|
|---|---|
| Authors: | Grosen, Anders |
| Other Persons: | Løchte Jørgensen, Peter (contributor) |
| Published in: |
The journal of risk and insurance : the journal of the American Risk and Insurance Association. - Malden, Mass. [u.a] : Blackwell, ISSN 0022-4367, ZDB-ID 410673-8. - Vol. 64.1997, 3, p. 481-503
|
| Subject: | Zinsgarantie | 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/10001229768