How Sensitive is the Pricing of Look-Back and Interest Rate Guarantees when Changing the Modelling Assumptions?

Schmeiser, HatoHatoSchmeiserOrozco-Garcia, CarolinaCarolinaOrozco-Garcia2023-04-132023-04-132014https://www.alexandria.unisg.ch/handle/20.500.14171/8807110.1016/j.insmatheco.2015.08.004enHow Sensitive is the Pricing of Look-Back and Interest Rate Guarantees when Changing the Modelling Assumptions?journal article