Jingjiang Peng

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Pricing Guaranteed Minimum Withdrawal Benefits under Stochastic Interest Rates

Number of pages: 26 Posted: 14 Jul 2009
Jingjiang Peng, Kwai Sun Leung and Yue Kuen Kwok
affiliation not provided to SSRN, Hong Kong University of Science & Technology (HKUST) and Hong Kong University of Science & Technology - Department of Mathematics
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