From Ruin Theory to Pricing Reset Guarantees and Perpetual Put Options.

Details

Serval ID
serval:BIB_8827
Type
Article: article from journal or magazin.
Collection
Publications
Institution
Title
From Ruin Theory to Pricing Reset Guarantees and Perpetual Put Options.
Journal
Cahiers de l'ISA
Author(s)
Gerber HU, Shiu ES
Publication state
Published
Issued date
1998
Volume
98.01
Pages
17
Create date
19/11/2007 11:38
Last modification date
20/08/2019 15:47
Usage data