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"Valuing equity-linked death benefits in general exponential Lévy ..."

Zhimin Zhang, Yaodi Yong, Wenguang Yu (2020)

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DOI: 10.1016/J.CAM.2019.112377

access: closed

type: Journal Article

metadata version: 2023-08-28

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Zhimin Zhang, Yaodi Yong, Wenguang Yu:
Valuing equity-linked death benefits in general exponential Lévy models. J. Comput. Appl. Math. 365 (2020)

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