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Optimal Surrender of Guaranteed Minimum Maturity Benefits under Stochastic Volatility and Interest Rates

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JournalInsurance: Mathematics and Economics
DateAccepted/In press - 23 Dec 2017
DateE-pub ahead of print - 4 Jan 2018
DatePublished (current) - 1 Mar 2018
Volume79
Number of pages30
Pages (from-to)43-56
Early online date4/01/18
Original languageEnglish

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