Actuarial Evaluation, VaR and Stochastic Interest Rate Models
Keyword(s):
Pricing and hedging GMWB in the Heston and in the Black–Scholes with stochastic interest rate models
2018 ◽
Vol 16
(1-2)
◽
pp. 217-248
◽
Keyword(s):
1997 ◽
Vol 13
(3-4)
◽
pp. 401-407
◽
Keyword(s):
1995 ◽
Vol 55
(3-4)
◽
pp. 253-277
◽
Keyword(s):
2013 ◽
Vol 53
(1)
◽
pp. 266-272
◽
Keyword(s):