Variable annuity with a surrender option under multiscale stochastic volatility

DOI10.1007/S13160-022-00510-5MaRDI QIDQ2111544zbMATH OpenOpenAlexFDO

Authors Jeonggyu Huh, Junkee Jeon, Kyunghyun Park

Publication date 17 January 2023

Published in Lua error in package.lua at line 80: module 'SPARQL' not found. (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s13160-022-00510-5

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