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Derivat
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An efficient algorithm for the valuation of a guaranteed annuity option with correlated financial and mortality risks
Zhao, Yixing
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Mamon, Rogemar
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Insurance / Mathematics & economics
78
(
2018
),
pp. 1-12
Persistent link: https://www.econbiz.de/10011825060
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Putting a price tag on temperature
Xiong, Heng
;
Mamon, Rogemar
- In:
Computational Management Science : CMS
15
(
2018
)
2
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pp. 259-296
Persistent link: https://www.econbiz.de/10011876585
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