"Pricing equity-linked death benefits by complex Fourier series expansion ..."

Yayun Wang, Zhimin Zhang, Wenguang Yu (2021)

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DOI: 10.1016/J.AMC.2021.126031

access: closed

type: Journal Article

metadata version: 2022-06-17

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Yayun Wang, Zhimin Zhang, Wenguang Yu:
Pricing equity-linked death benefits by complex Fourier series expansion in a regime-switching jump diffusion model. Appl. Math. Comput. 399: 126031 (2021)

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