Pricing maturity guarantee with dynamic withdrawal benefit (Q661240)
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scientific article; zbMATH DE number 6004752
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing maturity guarantee with dynamic withdrawal benefit |
scientific article; zbMATH DE number 6004752 |
Statements
Pricing maturity guarantee with dynamic withdrawal benefit (English)
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10 February 2012
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dynamic fund protection
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maturity guarantee
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dynamic withdrawal benefit
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reflected Brownian motion
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Esscher transforms
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0.8667685
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0.8565735
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0.8363295
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0.83542037
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0.8254471
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0.8163848
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0.8154397
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