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Optimal Static Hedging of Variable Annuities with Volatility-Dependent Fees.

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Bibliographic Details
Title: Optimal Static Hedging of Variable Annuities with Volatility-Dependent Fees.
Authors: Tang, Junsen1 (AUTHOR) junsen.tang@stthomas.edu
Source: Risks. Jan2024, Vol. 12 Issue 1, p7. 20p.
Database: Business Source Ultimate
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Description
ISSN:22279091
DOI:10.3390/risks12010007