Analytical Approximation of Variable Annuities for Small Volatility and Small Withdrawal
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Publication:2967980
DOI10.1137/S0040585X97T987971zbMath1358.91064OpenAlexW2592560274MaRDI QIDQ2967980
Tarik Ben Zineb, Emmanuel Gobet
Publication date: 9 March 2017
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0040585x97t987971
Numerical methods (including Monte Carlo methods) (91G60) Derivative securities (option pricing, hedging, etc.) (91G20)
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Cites Work
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