Pricing variable annuity guarantees in a local volatility framework (Q2015631)
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scientific article
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| English | Pricing variable annuity guarantees in a local volatility framework |
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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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0.8971156
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0.8960876
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0.87931323
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0.87549776
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0.8742007
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0.8738642
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0.87276685
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0.8699715
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