Bounds for present value functions with stochastic interest rates and stochastic volatility

Ann De Schepper (), Marc Goovaerts, Jan Dhaene, Rob Kaas and David Vyncke

Insurance: Mathematics and Economics, 2002, vol. 31, issue 1, 87-103

Date: 2002
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Working Paper: Bounds for present value functions with stochastic interest rates and stochastic volatility (2001)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:insuma:v:31:y:2002:i:1:p:87-103

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