Geometric stopping of a random walk and its applications to valuing equity-linked death benefits

Hans Gerber, Elias Siu, Hailiang Yang*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

17 Citations (Scopus)

Fingerprint

Dive into the research topics of 'Geometric stopping of a random walk and its applications to valuing equity-linked death benefits'. Together they form a unique fingerprint.

Mathematics

Computer Science

Economics, Econometrics and Finance