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Search: subject:"GMWB variable annuity"
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Journal of financial engineering
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Fast and simple method for pricing exotic options using Gauss-Hermite quadrature on a cubic spline interpolation
Luo, Xiaolin
;
Shevchenko, Pavel V.
- In:
Journal of financial engineering
1
(
2014
)
4
,
pp. 1-31
Persistent link: https://www.econbiz.de/10010508744
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