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Bravo, J. (2021). Pricing Survivor Bonds with Affine-Jump Diffusion Stochastic Mortality Models. In 2021 The 5th International Conference on E-Commerce, E-Business and E-Government ICEEG '21. (pp. 91-96). United States: Association for Computing Machinery (ACM).
J. M. Bravo, "Pricing Survivor Bonds with Affine-Jump Diffusion Stochastic Mortality Models", in 2021 The 5th Int. Conf. on E-Commerce, E-Business and E-Government ICEEG '21, United States, Association for Computing Machinery (ACM), 2021, pp. 91-96
@inproceedings{bravo2021_1766467803764,
author = "Bravo, J.",
title = "Pricing Survivor Bonds with Affine-Jump Diffusion Stochastic Mortality Models",
booktitle = "2021 The 5th International Conference on E-Commerce, E-Business and E-Government ICEEG '21",
year = "2021",
editor = "",
volume = "",
number = "",
series = "",
doi = "10.1145/3466029.3466037",
pages = "91-96",
publisher = "Association for Computing Machinery (ACM)",
address = "United States",
organization = "",
url = "https://dl.acm.org/doi/fullHtml/10.1145/3466029.3466037"
}
TY - CPAPER TI - Pricing Survivor Bonds with Affine-Jump Diffusion Stochastic Mortality Models T2 - 2021 The 5th International Conference on E-Commerce, E-Business and E-Government ICEEG '21 AU - Bravo, J. PY - 2021 SP - 91-96 DO - 10.1145/3466029.3466037 CY - United States UR - https://dl.acm.org/doi/fullHtml/10.1145/3466029.3466037 ER -
English