Fast numerical method for pricing of variable annuities with guaranteed minimum withdrawal benefit under optimal withdrawal strategy
Luo, Xiaolin; Shevchenko, Pavel V.
- 期刊名称International Journal of Financial Engineering
- 作者Luo, Xiaolin; Shevchenko, Pavel V.
- 卷第2卷
- 期第3期
- 印刷ISSN2424-7863
- 电子ISSN2424-7944
- 文件大小382.59KB
- 发表时间2015-09
- DOI10.1142/S2424786315500243