Variable Annuities with VIX-Linked Fee Structure under a Heston-Type Stochastic Volatility Model (Q5379238)
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scientific article; zbMATH DE number 7059877
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Variable Annuities with VIX-Linked Fee Structure under a Heston-Type Stochastic Volatility Model |
scientific article; zbMATH DE number 7059877 |
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Variable Annuities with VIX-Linked Fee Structure under a Heston-Type Stochastic Volatility Model (English)
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28 May 2019
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Heston stochastic volatility model
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variable annuities
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VIX-linked fee structure
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