Pricing and hedging GLWB in the Heston and in the Black-Scholes with stochastic interest rate models (Q2520430): Difference between revisions

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Revision as of 02:39, 13 July 2024

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Pricing and hedging GLWB in the Heston and in the Black-Scholes with stochastic interest rate models
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    Pricing and hedging GLWB in the Heston and in the Black-Scholes with stochastic interest rate models (English)
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    13 December 2016
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    variable annuities
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    GLWB pricing
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    stochastic volatility
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    stochastic interest rate
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    optimal withdrawal
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