A recursive approach to mortality-linked derivative pricing (Q634010)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A recursive approach to mortality-linked derivative pricing |
scientific article |
Statements
A recursive approach to mortality-linked derivative pricing (English)
0 references
2 August 2011
0 references
mortality-linked derivative
0 references
diffusion process
0 references
transition density function
0 references
Feynman-Kac integral
0 references
0 references
0 references
0 references
