Pricing maturity guarantee with dynamic withdrawal benefit (Q661240): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 01:54, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Pricing maturity guarantee with dynamic withdrawal benefit |
scientific article |
Statements
Pricing maturity guarantee with dynamic withdrawal benefit (English)
0 references
10 February 2012
0 references
dynamic fund protection
0 references
maturity guarantee
0 references
dynamic withdrawal benefit
0 references
reflected Brownian motion
0 references
Esscher transforms
0 references