The fair valuation problem of guaranteed annuity options: The stochastic mortality environment case
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- Charles Quanwei Cao & Gurdip S. Bakshi & Zhiwu Chen, 1997.
"Empirical Performance of Alternative Option Pricing Models,"
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- Vasicek, Oldrich Alfonso, 1977. "Abstract: An Equilibrium Characterization of the Term Structure," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 12(04), pages 627-627, November.
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