A Comparison Between Different Numerical Schemes for the Valuation of Unit-Linked Contracts Embedding a Surrender Option (Q4561898): Difference between revisions

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scientific article; zbMATH DE number 6993353
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A Comparison Between Different Numerical Schemes for the Valuation of Unit-Linked Contracts Embedding a Surrender Option
scientific article; zbMATH DE number 6993353

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    A Comparison Between Different Numerical Schemes for the Valuation of Unit-Linked Contracts Embedding a Surrender Option (English)
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    13 December 2018
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    European contract
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    binomial tree
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    single premium
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    exercise policy
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    life insurance contract
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