Publications

Type of Publication: Article in Journal

Modelling the forward surface of mortality

Author(s):
D. Bauer, F. E. Benth and R. Kiesel
Title of Journal:
SIAM Journal on Financial Mathematics
Volume (Publication Date):
3 (2012)
Number of Issue:
1
pages:
639-666
Digital Object Identifier (DOI):
doi:10.1137/100818261
Link to complete version:
http://dx.doi.org/10.1137/100818261
Citation:
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