Pricing Guaranteed Minimum Death Benefits with Dollar Cost Averaging Under Time-changed Lévy Models

Jia-ming WANG, Mei-qiao AI, Zhi-min ZHANG

Acta Mathematicae Applicatae Sinica(English Series) ›› 2025, Vol. 41 ›› Issue (3) : 692-709.

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PDF(282 KB)
Acta Mathematicae Applicatae Sinica(English Series) ›› 2025, Vol. 41 ›› Issue (3) : 692-709. DOI: 10.1007/s10255-024-1035-5
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Pricing Guaranteed Minimum Death Benefits with Dollar Cost Averaging Under Time-changed Lévy Models

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{{article.zuoZheEn_L}}. {{article.title_en}}. Acta Mathematicae Applicatae Sinica(English Series), 2025, 41(3): 692-709 https://doi.org/10.1007/s10255-024-1035-5

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