Efficient Greek Calculation of Variable Annuity Portfolios for Dynamic Hedging: A Two-Level Metamodeling Approach (Q5379212)
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scientific article; zbMATH DE number 7059860
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient Greek Calculation of Variable Annuity Portfolios for Dynamic Hedging: A Two-Level Metamodeling Approach |
scientific article; zbMATH DE number 7059860 |
Statements
Efficient Greek Calculation of Variable Annuity Portfolios for Dynamic Hedging: A Two-Level Metamodeling Approach (English)
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28 May 2019
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variable annuity portfolios
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Greek calculation
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dynamic hedging
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two-level metamodeling
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