"Valuing guaranteed equity-linked contracts by Laguerre series expansion."

Zhimin Zhang, Yaodi Yong (2019)

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DOI: 10.1016/J.CAM.2019.02.032

access: closed

type: Journal Article

metadata version: 2022-06-17

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Zhimin Zhang, Yaodi Yong:
Valuing guaranteed equity-linked contracts by Laguerre series expansion. J. Comput. Appl. Math. 357: 329-348 (2019)

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