Pricing a Chained Dynamic Fund Protection Under Vasicek Interest Rate Model with Stochastic Barrier
Crossref DOI link: https://doi.org/10.1007/s11424-019-7400-4
Published Online: 2019-12-14
Published Print: 2019-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Dong, Yinghui
Xu, Chao
Wu, Sang
Text and Data Mining valid from 2019-12-01
Version of Record valid from 2019-12-01
Article History
Received: 23 November 2017
Revised: 11 June 2019
First Online: 14 December 2019