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finite difference method
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Pricing ruin-contingent life annuity under stochastic volatility
Rong, Ning
;
Fard, Farzad Alavi
- In:
Journal of Risk Finance
14
(
2013
)
January
,
pp. 35-48
elegant numerical scheme,
finite
difference
method
, for solving the PIDEs for the reference portfolio, as well as the …
Persistent link: https://www.econbiz.de/10010611052
Saved in:
2
Pricing ruin‐contingent life annuity under stochastic volatility
Rong, Ning
;
Alavi Fard, Farzad
- In:
The Journal of Risk Finance
14
(
2012
)
1
,
pp. 35-48
elegant numerical scheme,
finite
difference
method
, for solving the PIDEs for the reference portfolio, as well as the …
Persistent link: https://www.econbiz.de/10014901625
Saved in:
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