Pricing maturity guarantee with dynamic withdrawal benefit under Vasicek interest rate model (Q2966580)
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scientific article; zbMATH DE number 6692740
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| English | Pricing maturity guarantee with dynamic withdrawal benefit under Vasicek interest rate model |
scientific article; zbMATH DE number 6692740 |
Statements
7 March 2017
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maturity guarantee
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dynamic withdrawal benefit
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forward neutral measure
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0.8546240925788879
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0.783979058265686
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0.7687134146690369
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0.7411331534385681
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0.7373540997505188
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