Risk measures and behaviors for bonds under stochastic interest rate models
2012 ◽
Vol 56
(9-10)
◽
pp. 204-217
◽
Keyword(s):
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):