Pages that link to "Item:Q1723974"
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The following pages link to Pricing of equity indexed annuity under fractional Brownian motion model (Q1723974):
Displaying 4 items.
- Optimal Management of a Variable Annuity Invested in a Black–Scholes Market Driven by a Multidimensional Fractional Brownian Motion (Q3081439) (← links)
- Pricing Equity-indexed Annuities When Discrete Dividends Follow a Markov-Modulated Jump Diffusion Model (Q3462361) (← links)
- Pricing Ratchet Equity-Indexed Annuities with Early Surrender Risk in a CIR++ Model (Q5742647) (← links)
- Variable annuities valuation under a mixed fractional Brownian motion environment with jumps considering mortality risk (Q6580760) (← links)