Hedging Costs for Variable Annuities Under Regime-Switching (Q4562479)
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scientific article; zbMATH DE number 6996406
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hedging Costs for Variable Annuities Under Regime-Switching |
scientific article; zbMATH DE number 6996406 |
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Hedging Costs for Variable Annuities Under Regime-Switching (English)
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21 December 2018
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variable annuity
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cost of hedging
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PDE
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Markov regime-switching process
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