"Efficient valuation of guaranteed minimum accumulation benefits in regime ..."

Zhimin Zhang, Wei Zhong (2024)

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DOI: 10.1016/J.AMC.2024.128833

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type: Journal Article

metadata version: 2024-06-19

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Zhimin Zhang, Wei Zhong:
Efficient valuation of guaranteed minimum accumulation benefits in regime switching jump diffusion models with lapse risk. Appl. Math. Comput. 478: 128833 (2024)

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