Pricing and Hedging GMWB in the Heston and in the Black-Scholes with Stochastic Interest Rate Models
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References listed on IDEAS
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2016-03-10 (All new papers)
- NEP-CMP-2016-03-10 (Computational Economics)
- NEP-ORE-2016-03-10 (Operations Research)
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