Valuation of guaranteed annuity options using a stochastic volatility model for equity prices (Q661249)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuation of guaranteed annuity options using a stochastic volatility model for equity prices |
scientific article |
Statements
Valuation of guaranteed annuity options using a stochastic volatility model for equity prices (English)
0 references
10 February 2012
0 references
guaranteed annuity option (GAO)
0 references
guaranteed minimum income benefit (GMIB)
0 references
stochastic volatility
0 references
stochastic interest rates
0 references
variable annuities
0 references
0 references
