Valuation of guaranteed minimum maturity benefits under generalised regime-switching models using the Fourier Cosine method
Work
Year: 2022
Type: article
Authors Boda Kang, Yang Shen, Dan Zhu, Jonathan Ziveyi
Institutions UNSW Sydney, Monash University
Cites: 36
Cited by: 18
Related to: 10
FWCI: 4.614
Citation percentile (by year/subfield): 99.99
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Partnerships for the goals
Open Access status: closed
Funder Australian Research Council