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Pricing the guaranteed minimum withdrawal benefit under stochastic interest rates /

Thesis (M.Phil.)--Hong Kong University of Science and Technology, 2007. / Includes bibliographical references (leaves 48-49). Also available in electronic version.

Identiferoai:union.ndltd.org:OCLC/oai:xtcat.oclc.org:OCLCNo/164108353
Date January 2007
CreatorsPeng, Jingjiang.
Source SetsOCLC
LanguageEnglish
Detected LanguageEnglish
SourceView abstract or full-text.

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