VIX-linked fees for GMWBs via explicit solution simulation methods (Q1667404)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | VIX-linked fees for GMWBs via explicit solution simulation methods |
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VIX-linked fees for GMWBs via explicit solution simulation methods (English)
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28 August 2018
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variable annuities
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stochastic differential equation
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explicit solution
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Monte Carlo simulation
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Heston model
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