The Impact of Stochastic Volatility on Pricing, Hedging, and Hedge Efficiency of Withdrawal Benefit Guarantees in Variable Annuities

Publisher: Cambridge University Press

E-ISSN: 1783-1350|41|2|511-545

ISSN: 0515-0361

Source: ASTIN Bulletin, Vol.41, Iss.2, 2011-11, pp. : 511-545

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Abstract