This article is cited in 1 paper

Analytical approximation of variable annuities for small volatility and small withdrawal

T. Ben Zineb, E. Gobet

Ècole Polytechnique CNRS, Centre de Mathématiques Appliquées

Received: 02.01.2015

DOI: 10.4213/tvp5041

 English version: Theory of Probability and its Applications, 2017, 61:1, 40–56

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