Pricing Dynamic Guaranteed Funds with Stochastic Barrier under Vasicek Interest Rate Model

Dong Yinghui

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PDF(211 KB)
CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS ›› 2013, Vol. 29 ›› Issue (3) : 237-245.
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Pricing Dynamic Guaranteed Funds with Stochastic Barrier under Vasicek Interest Rate Model

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