Pricing Variable Annuity Guarantees in a Local Volatility Framework
Year of publication: |
2012
|
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Authors: | Rayée, Grégory |
Other Persons: | Deelstra, Griselda (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Private Altersvorsorge | Private retirement provision | Lebensversicherung | Life insurance | Optionspreistheorie | Option pricing theory | Garantie | Warranty | Finanzmathematik | Mathematical finance |
Extent: | 1 Online-Ressource (39 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 3, 2012 erstellt |
Other identifiers: | 10.2139/ssrn.2033670 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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