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"Pricing EIA with cliquet-style guarantees under time-changed Lévy ..."

Benxuan Shi, Zhimin Zhang (2021)

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DOI: 10.1016/J.CNSNS.2020.105651

access: closed

type: Journal Article

metadata version: 2023-11-18

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Benxuan Shi, Zhimin Zhang:
Pricing EIA with cliquet-style guarantees under time-changed Lévy models by frame duality projection. Commun. Nonlinear Sci. Numer. Simul. 95: 105651 (2021)

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