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"Pricing Survivor Bonds with Affine-Jump Diffusion Stochastic Mortality Models."

Jorge Miguel Bravo (2021)

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DOI: 10.1145/3466029.3466037

access: closed

type: Conference or Workshop Paper

metadata version: 2023-07-24

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  dblp key:
  - conf/iceeg/Bravo21
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Jorge Miguel Bravo:
Pricing Survivor Bonds with Affine-Jump Diffusion Stochastic Mortality Models. ICEEG 2021: 91-96

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