Valuation of variable annuities under stochastic volatility and stochastic jump intensity
Wei Zhong, Dan Zhu, Zhimin Zhang
| Year of publication: |
2023
|
|---|---|
| Authors: | Zhong, Wei ; Zhu, Dan ; Zhang, Zhimin |
| Subject: | GMBs | PROJ | stochastic jump intensity | Stochastic volatility | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Optionspreistheorie | Option pricing theory |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03461238.2022.2144432 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014383893