Valuation of Contingent Claims with Stochastic Interest Rate and Mortality Driven by Lévy Processes

来源 :中国概率与统计学会,厦门大学 | 被引量 : 0次 | 上传用户：songchuans

【作者】

：

Qian Zhao

【机构】

：

East China Normal University, China

【出处】

：

中国概率与统计学会,厦门大学

【发表日期】

：

2012年9期

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Valuation of Contingent Claims with Stochastic Interest Rate and Mortality Driven by Lévy Processes

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