Conditional moment matching and stratified approximation for pricing and hedging periodic-premium variable annuities (Q6549639)
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scientific article; zbMATH DE number 7859381
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Conditional moment matching and stratified approximation for pricing and hedging periodic-premium variable annuities |
scientific article; zbMATH DE number 7859381 |
Statements
Conditional moment matching and stratified approximation for pricing and hedging periodic-premium variable annuities (English)
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4 June 2024
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conditional moment matching
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stratified approximation
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variable annuity
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periodic premium
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price gap
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