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~subject:"Stochastic interest rates"
~subject:"Surrender"
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American options and stochastic interest rates
Battauz, Anna
;
Rotondi, Francesco
- In:
Computational management science
19
(
2022
)
4
,
pp. 567-604
Persistent link: https://www.econbiz.de/10013447493
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2
Valuation of general GMWB annuities in a low interest rate environment
Fontana, Claudio
;
Rotondi, Francesco
- In:
Insurance / Mathematics & economics
112
(
2023
),
pp. 142-167
Persistent link: https://www.econbiz.de/10014446751
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