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Semi-Static Hedging for GMWB in Variable Annuities

โœ Scribed by Kolkiewicz, Adam; Liu, Yan


Book ID
120498631
Publisher
Informa UK (Taylor & Francis)
Year
2012
Tongue
English
Weight
676 KB
Volume
16
Category
Article
ISSN
1092-0277

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๐Ÿ“œ SIMILAR VOLUMES


Solution set properties for static error
โœ B.D.O. Anderson; M. Deistler; W. Scherrer ๐Ÿ“‚ Article ๐Ÿ“… 1996 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 565 KB

This paper examines and refutes a conjecture to the effect that the solution set for a general (real) static errors-in-variables problem is a finite union of sets that are described by a finite number of linear inequalities. The conjecture is disproved by detailed examination of particular errors-in