Bounds for present value functions with stochastic interest rates and stochastic volatility.
type: Item
instance of: scholarly article
title: Bounds for present value functions with stochastic interest rates and stochastic volatility.
zbMATH Open document ID: 1092.91527
DOI: 10.1016/S0167-6687(02)00126-9
published in: Insurance Mathematics \& Economics
publication date: 2003-06-25T00:00:00Z
Mathematics Subject Classification ID: 91B28
zbMATH DE Number: 1934811
zbMATH Keywords: Present value functions
zbMATH Keywords: Stochastic interest rates
zbMATH Keywords: Stochastic volatility
author: Ann De Schepper
author: Marc J. Goovaerts
author: J. Dhaene
author: Rob Kaas
author: David Vyncke
MaRDI profile type: Publication
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full work available at URL: s0167-6687(02)00126-9
OpenAlex ID: W2119713944
description: scientific article; zbMATH DE number 1934811