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  • Search: subject:"VaR and CTE"
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Delta hedging 1 Guaranteed minimum benefits 1 Hedging 1 Monte Carlo method 1 Monte Carlo simulation 1 Monte-Carlo-Simulation 1 Option pricing theory 1 Optionspreistheorie 1 Portfolio selection 1 Portfolio-Management 1 Risikomanagement 1 Risk management 1 VaR and CTE 1 Variable annuity 1 Willow tree method 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Dong, Bing 1 Xu, Wei 1 Šević, Aleksandar 1 Šević, Željko 1
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International review of financial analysis 1
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ECONIS (ZBW) 1
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Efficient willow tree method for variable annuities valuation and risk management
Dong, Bing; Xu, Wei; Šević, Aleksandar; Šević, Željko - In: International review of financial analysis 68 (2020), pp. 1-16
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