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"Pricing and hedging GMWB in the Heston and in the Black-Scholes with ..."

Ludovic Goudenège, Andrea Molent, Antonino Zanette (2019)

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DOI: 10.1007/S10287-018-0304-2

access: closed

type: Journal Article

metadata version: 2022-10-02

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  - https://dblp.org/rec/journals/cms/GoudenegeMZ19
Ludovic Goudenège, Andrea Molent, Antonino Zanette:
Pricing and hedging GMWB in the Heston and in the Black-Scholes with stochastic interest rate models. Comput. Manag. Sci. 16(1-2): 217-248 (2019)

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