A recursive approach to mortality-linked derivative pricing (Q634010)
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scientific article; zbMATH DE number 5934944
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A recursive approach to mortality-linked derivative pricing |
scientific article; zbMATH DE number 5934944 |
Statements
A recursive approach to mortality-linked derivative pricing (English)
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2 August 2011
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mortality-linked derivative
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diffusion process
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transition density function
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Feynman-Kac integral
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