Bounds for present value functions with stochastic interest raes and stochastic volatility

Authors
Publication date 2002
Journal Insurance: Mathematics & Economics
Volume | Issue number 31
Pages (from-to) 87-103
Organisations
  • Faculty of Economics and Business (FEB) - Amsterdam School of Economics Research Institute (ASE-RI)
Document type Article
Published at https://doi.org/10.1016/S0167-6687(02)00126-9
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