Equity-linked annuities with multiscale hybrid stochastic and local volatility (Q4576978)
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scientific article; zbMATH DE number 6901763
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Equity-linked annuities with multiscale hybrid stochastic and local volatility |
scientific article; zbMATH DE number 6901763 |
Statements
Equity-linked annuities with multiscale hybrid stochastic and local volatility (English)
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11 July 2018
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equity-linked annuity
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stochastic volatility
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constant elasticity of variance
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multiscale
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