Valuation of guaranteed annuity options in affine term structure models
Year of publication: |
2007
|
---|---|
Authors: | Chu, Chi Chiu ; Kwok, Yue-Kuen |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 10.2007, 2, p. 363-387
|
Subject: | Optionspreistheorie | Option pricing theory | USA | United States | Theorie | Theory | Zinsstruktur | Yield curve |
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