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Keywords: Derivatives pricing
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Journal Articles
Pricing ruin‐contingent life annuity under stochastic volatility
Available to Purchase
Journal:
The Journal of Risk Finance
Journal of Risk Finance (2012) 14 (1): 35–48.
Published: 28 December 2012
... the RCLA contracts in the incomplete market. The gap between RCLA contract pricing and studies of jump diffusion models for derivative pricing, in the literature, is therefore filled. Ning Rong can be contacted at: ning.rong@mq.edu.au © Emerald Group Publishing Limited 2013 Further, we...
