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Valuation of variable annuities under the Volterra mortality and rough Heston models

Fuente: arXiv

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Detalles Bibliográficos
Autores principales:	Li, Wenyuan, Lyu, Haoqi
Formato:	Preprint
Publicado:	2026
Materias:	Computational Finance
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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