Pricing and hedging GMWB in the Heston and in the Black-Scholes with stochastic interest rate models (Q1722758)

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Pricing and hedging GMWB in the Heston and in the Black-Scholes with stochastic interest rate models
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    Pricing and hedging GMWB in the Heston and in the Black-Scholes with stochastic interest rate models (English)
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    18 February 2019
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    variable annuities
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    GMWB pricing
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    stochastic volatility
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    stochastic interest rate
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    optimal withdrawal
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