Move-based hedging of variable annuities: a semi-analytic approach (Q2374095): Difference between revisions
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Latest revision as of 06:36, 18 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Move-based hedging of variable annuities: a semi-analytic approach |
scientific article |
Statements
Move-based hedging of variable annuities: a semi-analytic approach (English)
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14 December 2016
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variable annuities
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embedded guarantees
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move-based hedging
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Laplace transform
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semi analytic algorithm
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maturity randomization
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