//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"GMWB pricing"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Finanzmathematik
2
GMWB pricing
2
Interest rate
2
Mathematical finance
2
Option pricing theory
2
Optionspreistheorie
2
Stochastic process
2
Stochastischer Prozess
2
Volatility
2
Volatilität
2
Zins
2
Gaussian process regression
1
Hedging
1
Heston-Hull-White model
1
Machine learning
1
Numerical analysis
1
Numerical method
1
Numerisches Verfahren
1
Optimal withdrawal
1
Regression analysis
1
Regressionsanalyse
1
Stochastic interest rate
1
Stochastic volatility
1
Varibles annuities
1
Yield curve
1
Zinsstruktur
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Conference paper
1
Konferenzbeitrag
1
Language
All
English
2
Author
All
Molent, Andrea
2
Zanette, Antonino
2
Goudenege, Ludovic
1
Goudenège, Ludovic
1
Published in...
All
Computational Management Science : CMS
1
Decisions in economics and finance : a journal of applied mathematics
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Gaussian process regression for pricing variable annuities with stochastic volatility and interest rate
Goudenège, Ludovic
;
Molent, Andrea
;
Zanette, Antonino
- In:
Decisions in economics and finance : a journal of …
44
(
2021
)
1
,
pp. 57-72
Persistent link: https://www.econbiz.de/10012587815
Saved in:
2
Pricing and hedging GMWB in the Heston and in the Black-Scholes with stochastic interest rate models
Goudenege, Ludovic
;
Molent, Andrea
;
Zanette, Antonino
- In:
Computational Management Science : CMS
16
(
2019
)
1/2
,
pp. 217-248
Persistent link: https://www.econbiz.de/10011993464
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->