Pages that link to "Item:Q2104088"

The following pages link to Efficient valuation of guaranteed minimum maturity benefits in regime switching jump diffusion models with surrender risk (Q2104088):

Displaying 8 items.

• Valuation of guaranteed minimum maturity benefits under generalised regime-switching models using the Fourier cosine method (Q2155842) (← links)
• Efficient valuation of a variable annuity contract with a surrender option (Q2300964) (← links)
• A Comparative Study of Risk Measures for Guaranteed Minimum Maturity Benefits by a PDE Method (Q5379128) (← links)
• Valuing variable annuities with path-dependent surrender guarantees under regime-switching Lévy models (Q6098033) (← links)
• Valuation of guaranteed minimum maturity benefits under mean reversion and jump models with surrender risk (Q6126076) (← links)
• Valuation of variable annuities under stochastic volatility and stochastic jump intensity (Q6169665) (← links)
• Optimal surrender policy of guaranteed minimum maturity benefits in variable annuities with regime-switching volatility (Q6484469) (← links)
• The bilateral Gamma motion: calibration and option pricing (Q6643155) (← links)