Original language | English |
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Journal | European Actuarial Journal |
Volume | 5 |
Issue number | 2 |
Pages (from-to) | 283-308 |
ISSN | 2190-9733 |
DOIs | |
Publication status | Published - Dec 2015 |
Keywords
- Behavioural option
- Ordinary differential equation
- Penalty method
- Optimal stopping
- Solvency II