Valuation of variable annuities under stochastic volatility and stochastic jump intensity (Q6169665)
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scientific article; zbMATH DE number 7710968
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuation of variable annuities under stochastic volatility and stochastic jump intensity |
scientific article; zbMATH DE number 7710968 |
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Valuation of variable annuities under stochastic volatility and stochastic jump intensity (English)
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12 July 2023
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stochastic volatility
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stochastic jump intensity
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GMBs
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PROJ
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