Variable Annuities with VIX-Linked Fee Structure under a Heston-Type Stochastic Volatility Model
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Publication:5379238
DOI10.1080/10920277.2017.1307765zbMath1414.91176MaRDI QIDQ5379238
Anne MacKay, Runhuan Feng, Zhen-Yu Cui
Publication date: 28 May 2019
Published in: North American Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10920277.2017.1307765
91B70: Stochastic models in economics
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Uses Software
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