Pricing of multi-period rate of return guarantees: the Monte Carlo approach (Q2507618)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing of multi-period rate of return guarantees: the Monte Carlo approach |
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Pricing of multi-period rate of return guarantees: the Monte Carlo approach (English)
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5 October 2006
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multi-period rate of return guarantee
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stochastic interest rates
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Heath-Jarrow
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