Pricing the option to surrender in incomplete markets.: An article from: Journal of Risk and Insurance

This digital document is an article from Journal of Risk and Insurance, published by American Risk and Insurance Association, Inc. on December 1, 2010. The length of the article is 9352 words. The page length shown above is based on a typical 300-word page. The article is delivered in HTML format and is available immediately after purchase. You can view it with any web browser.

Citation Details
Title: Pricing the option to surrender in incomplete markets.
Author: Andrea Consiglio
Publication:Journal of Risk and Insurance (Magazine/Journal)
Date: December 1, 2010
Publisher: American Risk and Insurance Association, Inc.
Volume: 77 Issue: 4 Page: 935(23)

Distributed by Gale, a part of Cengage Learning