Variable Annuities with VIX-Linked Fee Structure under a Heston-Type Stochastic Volatility Model (Q5379238): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q1655916 |
||
| Property / author | |||
| Property / author: Zhen-Yu Cui / rank | |||
Revision as of 02:16, 29 February 2024
scientific article; zbMATH DE number 7059877
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Variable Annuities with VIX-Linked Fee Structure under a Heston-Type Stochastic Volatility Model |
scientific article; zbMATH DE number 7059877 |
Statements
Variable Annuities with VIX-Linked Fee Structure under a Heston-Type Stochastic Volatility Model (English)
0 references
28 May 2019
0 references
Heston stochastic volatility model
0 references
variable annuities
0 references
VIX-linked fee structure
0 references
