An Actuarial Approach to Reload Option Valuation for a Non-tradable Risk Assets under Jump-diffusion Process and Stochastic Interest Rate

Cong-cong XU, Zuo-liang XU

Acta Mathematicae Applicatae Sinica(English Series) ›› 2018, Vol. 34 ›› Issue (3) : 451-468.

中国科学院数学与系统科学研究院期刊网
Acta Mathematicae Applicatae Sinica(English Series) ›› 2018, Vol. 34 ›› Issue (3) : 451-468. DOI: 10.1007/s10255-018-0759-5
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An Actuarial Approach to Reload Option Valuation for a Non-tradable Risk Assets under Jump-diffusion Process and Stochastic Interest Rate

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{{article.zuoZheEn_L}}. {{article.title_en}}. Acta Mathematicae Applicatae Sinica(English Series), 2018, 34(3): 451-468 https://doi.org/10.1007/s10255-018-0759-5

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