Article
Pricing Survivor Forwards and Swaps in Incomplete Markets Using Simulation Techniques
M. Martin Boyer, Amélie Favaro and Lars Stentoft
Special Issues Fall 2012, 2012 (1) 69-87
M. Martin Boyer
is the CEFA Professor of Finance and Insurance in the Department of Finance at HEC Montréal (Université de Montréal) in Montréal, QC, Canada and CIRANO Fellow.
Amélie Favaro
is a graduate student in the Department of Finance at HEC Montréal (Université de Montréal) in Montréal, QC, Canada.
Lars Stentoft
is an associate professor in the Department of Finance at HEC Montréal (Université de Montréal) in Montréal, QC, Canada, CIRANO and CREATES Fellow and member of CIRPÉE.
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Pricing Survivor Forwards and Swaps in Incomplete Markets Using Simulation Techniques
M. Martin Boyer, Amélie Favaro, Lars Stentoft
Special Issues Sep 2012, 2012 (1) 69-87;
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