Willow tree algorithms for pricing Guaranteed Minimum Withdrawal Benefits under jump-diffusion and CEV models (Q5235461)
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scientific article; zbMATH DE number 7116181
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Willow tree algorithms for pricing Guaranteed Minimum Withdrawal Benefits under jump-diffusion and CEV models |
scientific article; zbMATH DE number 7116181 |
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Willow tree algorithms for pricing Guaranteed Minimum Withdrawal Benefits under jump-diffusion and CEV models (English)
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11 October 2019
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Willow tree scheme
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dynamic withdrawal strategies
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hedging strategies
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