An optimal stochastic control framework for determining the cost of hedging of variable annuities

By Peter A. Forsyth, Kenneth R. Vetzal. 2014

48 citations recorded by the source corpus.

Subfields: Demography, Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/737b92ec791defd78c7c903176a9c14631b54b2d