Pricing variable annuity guarantees in a local volatility framework (Q2015631)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing variable annuity guarantees in a local volatility framework |
scientific article |
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Pricing variable annuity guarantees in a local volatility framework (English)
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23 June 2014
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local volatility
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variable annuity guarantees
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stochastic interest rates
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