Bounds for present value functions with stochastic interest rates and stochastic volatility.
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Publication:1394966
DOI10.1016/S0167-6687(02)00126-9zbMath1092.91527MaRDI QIDQ1394966
Jan Dhaene, Rob Kaas, David Vyncke, Marc J. Goovaerts, Ann De Schepper
Publication date: 25 June 2003
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
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