"A comonotonicity-based valuation method for guaranteed annuity options."

Xiaoming Liu, Rogemar S. Mamon, Huan Gao (2013)

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DOI: 10.1016/J.CAM.2013.02.013

access: open

type: Journal Article

metadata version: 2021-02-16

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Xiaoming Liu, Rogemar S. Mamon, Huan Gao:
A comonotonicity-based valuation method for guaranteed annuity options. J. Comput. Appl. Math. 250: 58-69 (2013)

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