Efficient valuation of guaranteed minimum maturity benefits in regime switching jump diffusion models with surrender risk
- Award ID(s):
- 2113906
- PAR ID:
- 10514701
- Publisher / Repository:
- Elsevier B.V.
- Date Published:
- Journal Name:
- Journal of Computational and Applied Mathematics
- Volume:
- 422
- Issue:
- C
- ISSN:
- 0377-0427
- Page Range / eLocation ID:
- 114914
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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