Optimal Surrender of Guaranteed Minimum Maturity Benefits Under Stochastic Volatility and Interest Rates
Year of publication: |
2016
|
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Authors: | Kang, Boda |
Other Persons: | Ziveyi, Jonathan (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process |
Extent: | 1 Online-Ressource (25 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 2, 2016 erstellt |
Other identifiers: | 10.2139/ssrn.2789301 [DOI] |
Classification: | C63 - Computational Techniques ; G13 - Contingent Pricing; Futures Pricing ; G22 - Insurance; Insurance Companies ; G23 - Pension Funds; Other Private Financial Institutions |
Source: | ECONIS - Online Catalogue of the ZBW |
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