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A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilitites

Research output: Working paperResearch

  • B. Jensen, Denmark
  • P. Løchte Jørgensen, Denmark
  • Anders Grosen, Denmark
Original languageEnglish
Publication statusPublished - 2001

    Research areas

  • HHÅ forskning

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ID: 32301967