Pricing a guaranteed annuity option under correlated and regime-switching risk factors
Crossref DOI link: https://doi.org/10.1007/s13385-015-0118-3
Published Online: 2015-09-23
Published Print: 2015-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Gao, Huan
Mamon, Rogemar
Liu, Xiaoming
Text and Data Mining valid from 2015-09-23