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지수분포조합(a Combination of Exponentials)을 이용한 최저사망 보증옵션의 가치평가
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배태한; Tran Thi Thanh Huong;
고방원
Article
Issue Date
2015
Citation
리스크관리연구, v.26, no.3, pp.71 - 99
Publisher
한국리스크관리학회
1
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Author
Ko, Bang won
1
배태한
1
Subject
Black-Scholes option price
1
Black-Scholes 옵션가격
1
Combinations of exponentials
1
GMDB option
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Lapse
1
Lookback Option
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Variable annuity
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룩백옵션
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변액연금
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지수분포조합
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