Pricing and hedging GMWB in the Heston and in the Black-Scholes with stochastic interest rate models
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Publication:1722758
DOI10.1007/s10287-018-0304-2OpenAlexW3215167997MaRDI QIDQ1722758
Andrea Molent, Antonino Zanette, Ludovic Goudenège
Publication date: 18 February 2019
Published in: Computational Management Science (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1602.09078
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