Robustly Hedging Variable Annuities With Guarantees Under Jump and Volatility Risks

✍ Scribed by T. F. Coleman; Y. Kim; Y. Li; M. Patron

• Book ID: 109158491
• Publisher: John Wiley and Sons
• Year: 2007
• Tongue: English
• Weight: 601 KB
• Volume: 74
• Category: Article
• ISSN: 0022-4367
• DOI: 10.1111/j.1539-6975.2007.00216.x