Variable Annuities with VIX-Linked Fee Structure under a Heston-Type Stochastic Volatility Model

2016 ◽  
Author(s):  
Zhenyu Cui ◽  
Runhuan Feng ◽  
MacKay Anne
Keyword(s):  
Stochastic Volatility ◽  
Stochastic Volatility Model ◽  
Variable Annuities ◽  
Fee Structure ◽  
Volatility Model

A non-Gaussian stochastic volatility model

1998 ◽  
Vol 2 (2) ◽  
pp. 33-47 ◽  
Author(s):  
Yuichi Nagahara ◽  
Genshiro Kitagawa
Keyword(s):  
Stochastic Volatility ◽  
Stochastic Volatility Model ◽  
Volatility Model ◽  
Non Gaussian
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