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Teor. Veroyatnost. i Primenen., 2016, Volume 61, Issue 1, Pages 5–25 (Mi tvp5041)  

Analytical approximation of variable annuities for small volatility and small withdrawal

T. Ben Zineb, E. Gobet

Ècole Polytechnique CNRS, Centre de Mathématiques Appliquées

DOI: https://doi.org/10.4213/tvp5041

Full text: PDF file (594 kB)
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English version:
Theory of Probability and its Applications, 2017, 61:1, 40–56

Bibliographic databases:

Received: 02.01.2015

Citation: T. Ben Zineb, E. Gobet, “Analytical approximation of variable annuities for small volatility and small withdrawal”, Teor. Veroyatnost. i Primenen., 61:1 (2016), 5–25; Theory Probab. Appl., 61:1 (2017), 40–56

Citation in format AMSBIB
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