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"Efficient valuation of guaranteed minimum maturity benefits in regime ..."

Wei Zhong, Zhenyu Cui, Zhimin Zhang (2023)

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DOI: 10.1016/J.CAM.2022.114914

access: closed

type: Journal Article

metadata version: 2023-11-18

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Wei Zhong, Zhenyu Cui, Zhimin Zhang:
Efficient valuation of guaranteed minimum maturity benefits in regime switching jump diffusion models with surrender risk. J. Comput. Appl. Math. 422: 114914 (2023)

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