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"A lattice approach to evaluate participating policies in a stochastic ..."

Massimo Costabile et al. (2021)

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DOI: 10.1016/J.CAM.2020.113212

access: closed

type: Journal Article

metadata version: 2023-03-21

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Massimo Costabile, Ivar Massabò, Emilio Russo, Alessandro Staino:
A lattice approach to evaluate participating policies in a stochastic interest rate framework. J. Comput. Appl. Math. 385: 113212 (2021)

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