Valuation of an early exercise defined benefit underpin hybrid pension
From MaRDI portal
Publication:4562050
DOI10.1080/03461238.2018.1463556zbMath1418.91261arXiv1708.04281MaRDI QIDQ4562050
David Saunders, Mary R. Hardy, Xiaobai Zhu
Publication date: 14 December 2018
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1708.04281
91G20: Derivative securities (option pricing, hedging, etc.)