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Variable annuities in a Lévy-based hybrid model with surrender risk
Ballotta, Laura
;
Eberlein, Ernst
;
Schmidt, Thorsten
; …
- In:
Quantitative finance
20
(
2020
)
5
,
pp. 867-886
Persistent link: https://www.econbiz.de/10012262632
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Robust deep hedging
Lütkebohmert-Holtz, Eva
;
Falk, Thorsten
;
Sester, Julian
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1465-1480
Persistent link: https://www.econbiz.de/10013367922
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