Fast Numerical Method for Pricing of Variable Annuities with Guaranteed Minimum Withdrawal Benefit Under Optimal Withdrawal Strategy
Year of publication: |
2015
|
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Authors: | Luo, Xiaolin |
Other Persons: | Shevchenko, Pavel V. (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Stochastischer Prozess | Stochastic process | Numerisches Verfahren | Numerical analysis |
Extent: | 1 Online-Ressource (24 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: International Journal of Financial Engineering 2(3), [26 pages], 2015, DOI: 10.1142/S2424786315500243 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 24, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2517094 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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