Pricing and Risk Analysis of Maturity Guarantees Embedded in the Retirement Investment Products - Markov Switching Approach
Beiträge in Sammel- und Tagungsbänden // 2005Piaskowski, Wojtek (2005), Pricing and Risk Analysis of Maturity Guarantees Embedded in the Retirement Investment Products - Markov Switching Approach, in: 15th International AFIR Colloquium, Zurich,