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20152026
most citedPricing and Hedging GLWB in the Heston and in the Black-Scholes with Stochastic Interest Rate Models

19 citations · 39 across the 14 of their papers we have counts for

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q-fin.PR2025

Robust Pricing of Equity-Indexed Annuities under Uncertain Volatility and Stochastic Interest Rate

Ludovic Goudenège, Andrea Molent, Antonino Zanette

In this paper, we propose a novel methodology for pricing equity-indexed annuities featuring cliquet-style payoff structures and early surrender risk, using advanced financial mode…