Insurance guaranty premiums and exchange options (Q2690071)
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scientific article; zbMATH DE number 7663273
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Insurance guaranty premiums and exchange options |
scientific article; zbMATH DE number 7663273 |
Statements
Insurance guaranty premiums and exchange options (English)
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15 March 2023
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insurance guaranty premiums
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exchange options
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multi-step barrier
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option pricing
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reflection principle
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Esscher transform
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0.8011303544044495
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0.7370716333389282
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0.6991908550262451
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0.6985263228416443
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