Valuing guaranteed minimum death benefits by complex Fourier series expansion (Q5086975)
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scientific article; zbMATH DE number 7554558
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Valuing guaranteed minimum death benefits by complex Fourier series expansion |
scientific article; zbMATH DE number 7554558 |
Statements
8 July 2022
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CFS method
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guaranteed minimum death benefits
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call options
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put options
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Lévy model
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0.820708692073822
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0.7363660931587219
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0.7306482791900635
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