Pricing Survivor Bonds with Affine-Jump Diffusion Stochastic Mortality Models

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Original languageEnglish
Title of host publicationICEEG ’21
PublisherAssociation for Computing Machinery (ACM)
ISBN (Print)978-1-4503-8949-5
DOIs
Publication statusAccepted/In press - Apr 2021
EventThe 5th International Conference on E-Commerce, E-Business and E-Government (ICEEG 2021) - Rome, Italy
Duration: 28 Apr 202130 Apr 2021
Conference number: 5th

Conference

ConferenceThe 5th International Conference on E-Commerce, E-Business and E-Government (ICEEG 2021)
Abbreviated titleICEEG
CountryItaly
CityRome
Period28/04/2130/04/21

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