An Actuarial Approach to Reload Option Valuation for a Non-tradable Risk Assets under Jump-diffusion Process and Stochastic Interest Rate
Crossref DOI link: https://doi.org/10.1007/s10255-018-0759-5
Published Online: 2018-08-09
Published Print: 2018-07
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Xu, Cong-cong
Xu, Zuo-liang
Text and Data Mining valid from 2018-07-01
Article History
Received: 20 October 2014
Revised: 22 January 2016
First Online: 9 August 2018