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Pricing formulae for derivatives in insurance using Malliavin calculus
1. ENSAE Universite Paris Saclay, CREST, 5 avenue Henry Le Chatelier, 91120 Palaiseau, France; |
2. Université Claude Bernard-Lyon 1, Institut de Science Financière et d'Assurances, 69007 Lyon France; |
3. INSA de Toulouse, IMT UMR CNRS 5219, Université de Toulouse, 135 avenue de Rangueil 31077 Toulouse Cedex 4 France |
References:
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