Pricing and hedging GMWB in the Heston and in the Black-Scholes with stochastic interest rate models

Ludovic Goudenège, Andrea Molent, Antonino Zanette. Pricing and hedging GMWB in the Heston and in the Black-Scholes with stochastic interest rate models. Comput. Manag. Science, 16(1-2):217-248, 2019. [doi]

Abstract

Abstract is missing.