"Pricing Survivor Bonds with Affine-Jump Diffusion Stochastic Mortality Models."

Jorge Miguel Bravo (2021)

> Home

Details and statistics

DOI: 10.1145/3466029.3466037

access: closed

type: Conference or Workshop Paper

metadata version: 2023-07-24

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - conf/iceeg/Bravo21
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/conf/iceeg/Bravo21
Jorge Miguel Bravo:
Pricing Survivor Bonds with Affine-Jump Diffusion Stochastic Mortality Models. ICEEG 2021: 91-96

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.