Valuation of guaranteed annuity options using a stochastic volatility model for equity prices (Q661249): Difference between revisions

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Latest revision as of 21:14, 4 July 2024

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Valuation of guaranteed annuity options using a stochastic volatility model for equity prices
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    Valuation of guaranteed annuity options using a stochastic volatility model for equity prices (English)
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    10 February 2012
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    guaranteed annuity option (GAO)
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    guaranteed minimum income benefit (GMIB)
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    stochastic volatility
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    stochastic interest rates
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    variable annuities
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