Analytical approximation of variable annuities for small volatility and small withdrawal
Teoriâ veroâtnostej i ee primeneniâ, Tome 61 (2016) no. 1, pp. 5-25
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@article{TVP_2016_61_1_a1,
author = {T. Ben Zineb and E. Gobet},
title = {Analytical approximation of variable annuities for small volatility and small withdrawal},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {5--25},
publisher = {mathdoc},
volume = {61},
number = {1},
year = {2016},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_2016_61_1_a1/}
}
TY - JOUR AU - T. Ben Zineb AU - E. Gobet TI - Analytical approximation of variable annuities for small volatility and small withdrawal JO - Teoriâ veroâtnostej i ee primeneniâ PY - 2016 SP - 5 EP - 25 VL - 61 IS - 1 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/TVP_2016_61_1_a1/ LA - ru ID - TVP_2016_61_1_a1 ER -
T. Ben Zineb; E. Gobet. Analytical approximation of variable annuities for small volatility and small withdrawal. Teoriâ veroâtnostej i ee primeneniâ, Tome 61 (2016) no. 1, pp. 5-25. http://geodesic.mathdoc.fr/item/TVP_2016_61_1_a1/