Valuing guaranteed withdrawal benefits with stochastic interest rates and volatility (Q2879036)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Valuing guaranteed withdrawal benefits with stochastic interest rates and volatility |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuing guaranteed withdrawal benefits with stochastic interest rates and volatility |
scientific article |
Statements
Valuing guaranteed withdrawal benefits with stochastic interest rates and volatility (English)
0 references
5 September 2014
0 references
insurance guarantees
0 references
withdrawal benefits
0 references
stochastic volatility
0 references
stochastic interest rates
0 references
ADI methods
0 references
Asian options
0 references
mixed fund
0 references
