Efficient Greek calculation of variable annuity portfolios for dynamic hedging a two-level metamodeling approach

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Veröffentlicht in:North American actuarial journal
1. Verfasser: Gan, Guojun (VerfasserIn)
Weitere Verfasser: Lin, X. Sheldon (VerfasserIn)
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Sprache:eng
Veröffentlicht: 2017
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