Xiaoming Liu, Rogemar Mamon, Huan Gao. A comonotonicity-based valuation method for guaranteed annuity options. J. Computational Applied Mathematics, 250:58-69, 2013. [doi]
@article{LiuMG13,
title = {A comonotonicity-based valuation method for guaranteed annuity options},
author = {Xiaoming Liu and Rogemar Mamon and Huan Gao},
year = {2013},
doi = {10.1016/j.cam.2013.02.013},
url = {http://dx.doi.org/10.1016/j.cam.2013.02.013},
researchr = {https://researchr.org/publication/LiuMG13},
cites = {0},
citedby = {0},
journal = {J. Computational Applied Mathematics},
volume = {250},
pages = {58-69},
}