Pages that link to "Item:Q2098074"
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The following pages link to Hybrid equity swap, cap, and floor pricing under stochastic interest by Markov chain approximation (Q2098074):
Displaying 6 items.
- Simulation of multidimensional diffusions with sticky boundaries via Markov chain approximation (Q2103028) (← links)
- Valuation of general GMWB annuities in a low interest rate environment (Q6072272) (← links)
- Analyzing the interest rate risk of equity-indexed annuities via scenario matrices (Q6152703) (← links)
- Randomization and the valuation of guaranteed minimum death benefits (Q6167872) (← links)
- Valuation of variable annuities under stochastic volatility and stochastic jump intensity (Q6169665) (← links)
- Efficient valuation of variable annuities under regime-switching jump diffusion models with surrender risk and mortality risk (Q6591005) (← links)