Valuing guaranteed withdrawal benefits with stochastic interest rates and volatility (Q2879036): Difference between revisions

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+The effect of modelling parameters on the value of GMWB guarantees
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+Hedging guarantees in variable annuities under both equity and interest rate risks
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+A Theory of the Term Structure of Interest Rates
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+Normal rank
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+Valuing Asian and Portfolio Options by Conditioning on the Geometric Mean Price
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+GUARANTEED MINIMUM WITHDRAWAL BENEFIT IN VARIABLE ANNUITIES
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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+Fourier space time-stepping for option pricing with Lévy models
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+An equilibrium characterization of the term structure
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