VALUATION OF GUARANTEED ANNUITY OPTIONS IN AFFINE TERM STRUCTURE MODELS (Q5292284): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 20:40, 5 March 2024
scientific article; zbMATH DE number 5165801
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | VALUATION OF GUARANTEED ANNUITY OPTIONS IN AFFINE TERM STRUCTURE MODELS |
scientific article; zbMATH DE number 5165801 |
Statements
VALUATION OF GUARANTEED ANNUITY OPTIONS IN AFFINE TERM STRUCTURE MODELS (English)
0 references
20 June 2007
0 references
guaranteed annuity option
0 references
affine term structure models
0 references
coupon-bond options
0 references
stochastic duration
0 references
Edgeworth approximation
0 references
affine approximation
0 references
