An analytical study of participating policies with minimum rate guarantee and surrender option (2022)
Attributed to:
A probabilistic toolkit to study regularity of free boundaries in stochastic optimal control
funded by
EPSRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1007/s00780-022-00471-0
Publication URI: http://dx.doi.org/10.1007/s00780-022-00471-0
Type: Journal Article/Review
Parent Publication: Finance and Stochastics
Issue: 2
ISSN: 0949-2984