Jorge Miguel Bravo. Pricing Survivor Bonds with Affine-Jump Diffusion Stochastic Mortality Models. In ICEEG 2021: The 5th International Conference on E-Commerce, E-Business and E-Government, Rome, Italy, April 28 - 30, 2021. pages 91-96, ACM, 2021. [doi]
@inproceedings{Bravo21-0,
title = {Pricing Survivor Bonds with Affine-Jump Diffusion Stochastic Mortality Models},
author = {Jorge Miguel Bravo},
year = {2021},
doi = {10.1145/3466029.3466037},
url = {https://doi.org/10.1145/3466029.3466037},
researchr = {https://researchr.org/publication/Bravo21-0},
cites = {0},
citedby = {0},
pages = {91-96},
booktitle = {ICEEG 2021: The 5th International Conference on E-Commerce, E-Business and E-Government, Rome, Italy, April 28 - 30, 2021},
publisher = {ACM},
isbn = {978-1-4503-8949-5},
}