Pricing EIA with cliquet-style guarantees under time-changed Lévy models by frame duality projection

Benxuan Shi, Zhimin Zhang. Pricing EIA with cliquet-style guarantees under time-changed Lévy models by frame duality projection. Commun. Nonlinear Sci. Numer. Simul., 95:105651, 2021. [doi]

Abstract

Abstract is missing.