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 07:10, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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