Pages that link to "Item:Q2374095"
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The following pages link to Move-based hedging of variable annuities: a semi-analytic approach (Q2374095):
Displaying 3 items.
- Pricing and hedging GMWB in the Heston and in the Black-Scholes with stochastic interest rate models (Q1722758) (← links)
- TAXATION OF A GMWB VARIABLE ANNUITY IN A STOCHASTIC INTEREST RATE MODEL (Q5140087) (← links)
- Optimal risk sharing and dividend strategies under default contagion: a semi-analytical approach (Q6193111) (← links)
