Insurance guaranty premiums and exchange options (Q2690071)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Insurance guaranty premiums and exchange options |
scientific article |
Statements
Insurance guaranty premiums and exchange options (English)
0 references
15 March 2023
0 references
insurance guaranty premiums
0 references
exchange options
0 references
multi-step barrier
0 references
option pricing
0 references
reflection principle
0 references
Esscher transform
0 references
0 references
0 references
0 references
