Pricing EIA with cliquet-style guarantees under time-changed Lévy models by frame duality projection (Q2219586)
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scientific article; zbMATH DE number 7299045
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| English | Pricing EIA with cliquet-style guarantees under time-changed Lévy models by frame duality projection |
scientific article; zbMATH DE number 7299045 |
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Pricing EIA with cliquet-style guarantees under time-changed Lévy models by frame duality projection (English)
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20 January 2021
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EIA
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cliquet-style
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time-changed Lévy models
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PROJ
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0.8137432336807251
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0.779181718826294
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0.7502669095993042
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0.745406448841095
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