A Finite Difference Approach to the Valuation of Path...

The GENEVA Risk and Insurance Review 2001 / 06 Vol. 26; Iss. 1

A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities

Bjarke Jensen, Peter Løchte Jørgensen, Anders Grosen
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Volume:
26
Language:
english
Pages:
28
DOI:
10.1023/a:1011264408187
Date:
June, 2001
File:
PDF, 986 KB
english, 2001
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