Analysis of Optimal Dynamic Withdrawal Policies in Withdrawal Guarantee Products
Jun 2, 2014·
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0 min read
Yao Tung Huang (Don HUANG)
Abstract
Presentation of the analysis of optimal dynamic withdrawal policies in withdrawal guarantee products, covering the stochastic control formulation, variational inequality characterisation, and economic implications.
Date
Jun 2, 2014 — Jun 6, 2014
Event
8th World Congress of the Bachelier Finance Society
Location
Brussels, Belgium
