Variable Annuities with VIX-Linked Fee Structure under a Heston-Type Stochastic Volatility Model (Q5379238): Difference between revisions

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Latest revision as of 09:21, 19 July 2024

scientific article; zbMATH DE number 7059877
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English
Variable Annuities with VIX-Linked Fee Structure under a Heston-Type Stochastic Volatility Model
scientific article; zbMATH DE number 7059877

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    Variable Annuities with VIX-Linked Fee Structure under a Heston-Type Stochastic Volatility Model (English)
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    28 May 2019
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    Heston stochastic volatility model
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    variable annuities
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    VIX-linked fee structure
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