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1 Persson, S. A., "Valuation of the minimum guaranteed return embedded in life insurance products" 64 : 599-617, 1997
2 Yang, S. S., "Valuation of the interest rate guarantee embedded in defined contribution pension plans" 42 : 920-934, 2008
3 Grosen, A., "Valuation of early exercisable interest rate guarantees" 64 : 481-503, 1997
4 Brace, A., "Towards a central interest rate model" 1998
5 Pennacchi, G. G., "The value of guarantees on pension fund returns" 66 : 219-237, 1999
6 Brennan, J. M., "The pricing of equity-linked life insurance policies with an asset value guarantee" 3 : 195-213, 1976
7 Black, F., "The pricing of commodity contracts" 3 : 167-179, 1976
8 Brace, A., "The market model of interest rate dynamics" 7 : 127-147, 1997
9 Shreve, S., "Stochastic calculus for finance II: Continuous-time models" Springer Verlag 2004
10 Duffie, D., "Security markets: Stochastic models" Academic Press 1988
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