1
-
1
of
1
results (0.41 seconds)
Sort By:
-
Pricing and Hedging GMWBs in a Binomial Model
Pricing and Hedging GMWBs in a Binomial Model This abstract describes a paper that considers ... it is proven that the fair fee rate enables a dynamic delta hedging strategy. Similar results hold when ...- Authors: Menachem Wenger, Cody Hyndman
- Date: Dec 2012
- Competency: External Forces & Industry Knowledge
- Topics: Annuities>Variable annuities