
Quantitative Finance and Economics, 2017, 1(2): 125144. doi: 10.3934/QFE.2017.2.125
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A Spatial Interpolation Framework for Efficient Valuation of Large Portfolios of Variable Annuities
1 Department of Computer Science, University of Toronto, Toronto, ON, M5S 3G4, Canada
2 Department of Mathematics, University of Connecticut, Storrs, Connecticut, 062693009, USA
Received: , Accepted: , Published:
Special Issue: Computational Finance and Insurance
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