Black-Scholes formulas without the normality assumption: Applications to stochastic volatility and stochastic interest rate
2019 ◽
Vol 97
(3)
◽
pp. 638-655
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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):
2019 ◽
Vol 37
(1)
◽
pp. 283-292
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2011 ◽
Vol 375
(2)
◽
pp. 510-522
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Keyword(s):
2020 ◽
Vol 16
(1)
◽
pp. 71-101
2018 ◽
Vol 76
(9)
◽
pp. 2223-2234
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Keyword(s):
2020 ◽
Vol 537
◽
pp. 122714
Keyword(s):