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Teoriya Veroyatnostei i ee Primeneniya, 2016, Volume 61, Issue 1, Pages 5–25
DOI: https://doi.org/10.4213/tvp5041 (Mi tvp5041) 		 
This article is cited in 1 scientific paper (total in 1 paper)

Analytical approximation of variable annuities for small volatility and small withdrawal

T. Ben Zineb, E. Gobet

Ècole Polytechnique CNRS, Centre de Mathématiques Appliquées
Full-text PDF (594 kB) Citations (1)
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DOI: https://doi.org/10.4213/tvp5041
Received: 02.01.2015
English version:
Theory of Probability and its Applications, 2017, Volume 61, Issue 1, Pages 40–56
DOI: https://doi.org/10.1137/S0040585X97T987971
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: T. Ben Zineb, E. Gobet, “Analytical approximation of variable annuities for small volatility and small withdrawal”, Teor. Veroyatnost. i Primenen., 61:1 (2016), 5–25; Theory Probab. Appl., 61:1 (2017), 40–56
Citation in format AMSBIB
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  • https://www.mathnet.ru/eng/tvp5041
  • https://doi.org/10.4213/tvp5041
  • https://www.mathnet.ru/eng/tvp/v61/i1/p5
    • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
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    References:79
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