Hedging Guarantees in Variable Annuities Under …
Hedging Guarantees in Variable Annuities Under Both Equity and Interest Rate Risks Thomas F. Coleman a,∗,YuyingLi, Maria-Cristina Patronb,1 aDepartment of Computer Science, Cornell University, Ithaca, NY 14853 bCornell Theory Center - Manhattan, Cornell University, New York, NY 10004 Abstract Effective hedging …
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