Valuation of guaranteed annuity options using a stochastic volatility model for equity prices (Q661249)
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scientific article; zbMATH DE number 6004757
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuation of guaranteed annuity options using a stochastic volatility model for equity prices |
scientific article; zbMATH DE number 6004757 |
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Valuation of guaranteed annuity options using a stochastic volatility model for equity prices (English)
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10 February 2012
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guaranteed annuity option (GAO)
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guaranteed minimum income benefit (GMIB)
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stochastic volatility
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stochastic interest rates
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variable annuities
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