Pricing of Guaranteed Annuity Options in a Stochastic Volatility and Interest Rate Environment
Pricing of Guaranteed Annuity Options in a Stochastic Volatility and Interest Rate Environment
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随机波动和利率环境下保证年金期权的定价
DOI:
10.1515/apjri-2015-0013
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发表时间:
2016
期刊:
影响因子:
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通讯作者:
Keisuke Kizaki and Yoshifumi Muroi
中科院分区:
文献类型:
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作者:
Muroi Yoshifumi;Suda Shintaro;Tianmao Liu and Yoshifumi Muroi;Yoshifumi Muroi and Shintaro Suda;Keisuke Kizaki and Yoshifumi Muroi