Pricing long-dated insurance contracts with stochastic interest rates and stochastic volatility (Q659168)

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Pricing long-dated insurance contracts with stochastic interest rates and stochastic volatility
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    Pricing long-dated insurance contracts with stochastic interest rates and stochastic volatility (English)
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    10 February 2012
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    stochastic volatility
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    stochastic interest rates
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    insurance contracts
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    foreign exchange
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    equity
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