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- W2461768051 abstract "Abstract This article examines the pricing of guaranteed annuity options (GAOs) in a stochastic volatility and interest rate model. While the pricing of these options in a stochastic volatility and interest rate model has been examined in" @default.
- W2461768051 created "2016-07-22" @default.
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- W2461768051 date "2016-01-01" @default.
- W2461768051 modified "2023-09-26" @default.
- W2461768051 title "Pricing of Guaranteed Annuity Options in a Stochastic Volatility and Interest Rate Environment" @default.
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- W2461768051 doi "https://doi.org/10.1515/apjri-2015-0013" @default.
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