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Pricing and hedging of variable annuities with
path-dependent
guarantee
in Wishart stochastic volatility models
Fonseca, José da
;
Wong, Patrick
- In:
Insurance : mathematics and economics
123
(
2025
),
pp. 1-14
Persistent link: https://www.econbiz.de/10015432101
Saved in:
2
Optimal surrender strategies and valuations of path-dependent guarantees in variable annuities
Jeon, Junkee
;
Kwak, Minsuk
- In:
Insurance
83
(
2018
),
pp. 93-109
Persistent link: https://www.econbiz.de/10011944103
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