Pricing and hedging GMWB in the Heston and in the Black–Scholes with stochastic interest rate models
Crossref DOI link: https://doi.org/10.1007/s10287-018-0304-2
Published Online: 2018-03-20
Published Print: 2019-02
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Goudenege, Ludovic
Molent, Andrea
Zanette, Antonino
Text and Data Mining valid from 2018-03-20
Article History
Received: 26 October 2017
Accepted: 12 March 2018
First Online: 20 March 2018