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Pricing maturity guarantee with dynamic withdrawal benefit - MaRDI portal

Pricing maturity guarantee with dynamic withdrawal benefit (Q661240)

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scientific article; zbMATH DE number 6004752
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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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