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- Title:
A High-Dimensional PDE-Based Approach for Capital Market Guarantees
- Author(s):
- Schraufstetter, Stefanie
- Publisher address:
- München
- Year:
- 2012
- Journal title:
- PRMIA Munich: workshop on variable annuities
- Month:
- Apr
- Notes:
- mediatitle: PRMIA Munich: workshop on variable annuities
address: München - TUM Institution:
- Institut für Informatik, Technische Universität München
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