Figure 1From: A variational inequality arising from optimal surrender of variable annuity with lookback benefitSimulated path of \(m_{t}\) and \(F_{t}\). Parameter values are given by \(r=0.05\), \(c=0.03\), \(\sigma =0.2\), \(F_{0}=100\), \(G=100\), \(\alpha =0.9\) and \(T=15\)Back to article page