"An Actuarial Approach to Option Pricing under O-U Process and Stochastic ..."

Jian Liu, Chaoqun Ma, Fenghua Wen (2009)

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DOI: 10.1109/CSO.2009.41

access: closed

type: Conference or Workshop Paper

metadata version: 2023-03-23

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Jian Liu, Chaoqun Ma, Fenghua Wen:
An Actuarial Approach to Option Pricing under O-U Process and Stochastic Interest Rates. CSO (2) 2009: 549-553

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