Pricing some life-contingent lookback options under regime-switching Lévy models (Q2075983): Difference between revisions

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+https://doi.org/10.1016/j.cam.2022.114082
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+W4205624916
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@@ Property / cites work @@
+Valuing equity-linked death benefits and other contingent options: a discounted density approach
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+Applied Probability and Queues
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+Publication:2075983