output
20122022
most citedOn the Optimal Stopping of a One-dimensional Diffusion

38 citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

collaborating institutions
Showing q-fin.PRShow all

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q-fin.PR2016★ 16 cited

Pricing and Hedging GMWB in the Heston and in the Black-Scholes with Stochastic Interest Rate Models

Ludovic Goudenège, Andrea Molent, Antonino Zanette

Valuing Guaranteed Minimum Withdrawal Benefit (GMWB) has attracted significant attention from both the academic field and real world financial markets. As remarked by Yang and Dai,…

q-fin.PR2015★ 19 cited

Pricing and Hedging GLWB in the Heston and in the Black-Scholes with Stochastic Interest Rate Models

Ludovic Goudenege, Andrea Molent, Antonino Zanette

Valuing Guaranteed Lifelong Withdrawal Benefit (GLWB) has attracted significant attention from both the academic field and real world financial markets. As remarked by Forsyth and…