• Media type: E-Article
  • Title: Equity-linked annuities with multiscale hybrid stochastic and local volatility
  • Contributor: Choi, Sun-Yong; Kim, Jeong-Hoon
  • Published: Informa UK Limited, 2016
  • Published in: Scandinavian Actuarial Journal, 2016 (2016) 5, Seite 466-487
  • Language: English
  • DOI: 10.1080/03461238.2014.955048
  • ISSN: 0346-1238; 1651-2030
  • Keywords: Statistics, Probability and Uncertainty ; Economics and Econometrics ; Statistics and Probability
  • Origination:
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