Pricing and hedging GLWB in the Heston and in the Black-Scholes with stochastic interest rate models
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Publication:2520430
DOI10.1016/j.insmatheco.2016.05.018zbMath1371.91089arXiv1509.02686OpenAlexW2953129309MaRDI QIDQ2520430
Ludovic Goudenège, Andrea Molent, Antonino Zanette
Publication date: 13 December 2016
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1509.02686
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Cites Work
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