Fourier space time-stepping algorithm for valuing guaranteed minimum withdrawal benefits in...
- Ignatieva, Katja
- En: Astin bulletin. - Belgium : ASTIN and AFIR Sections of the International Actuarial Association = ISSN 0515-0361. - 01/01/2018 Volumen 48 Número 1 - enero 2018 , p. 139-169
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