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Have It Both Ways? A Tale of the Speed-Accuracy Trade-Off in the Valuation of Guaranteed Minimum Withdrawal Benefit
Have It Both Ways? A Tale of the Speed-Accuracy Trade-Off in the Valuation of Guaranteed Minimum ... can be seen with the valuation of the variable annuity guaranteed minimum withdrawal benefit (GMWB). In ...- Authors: Runhuan Feng, Hans Volkmer
- Date: Feb 2014