“Pricing Lookback Options and Dynamic Guarantees,” Hans U....

North American Actuarial Journal 2003 / 10 Vol. 7; Iss. 4

“Pricing Lookback Options and Dynamic Guarantees,” Hans U. Gerber and Elias S. W. Shiu, January 2003

Decamps, Marc, Goovaerts, Marc J.
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Volume:
7
Language:
english
Journal:
North American Actuarial Journal
DOI:
10.1080/10920277.2003.10596120
Date:
October, 2003
File:
PDF, 118 KB
english, 2003
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