A recursive approach to mortality-linked derivative pricing (Q634010): Difference between revisions

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Latest revision as of 08:23, 4 July 2024

scientific article
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A recursive approach to mortality-linked derivative pricing
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    A recursive approach to mortality-linked derivative pricing (English)
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    2 August 2011
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    mortality-linked derivative
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    diffusion process
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    transition density function
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    Feynman-Kac integral
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