Pages that link to "Item:Q2152249"
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The following pages link to Valuation of annuity guarantees under a self-exciting switching jump model (Q2152249):
Displaying 5 items.
- Impact of volatility clustering on equity indexed annuities (Q2374129) (← links)
- A comonotonicity-based valuation method for guaranteed annuity options (Q2448346) (← links)
- VALUATION OF GUARANTEED ANNUITY OPTIONS IN AFFINE TERM STRUCTURE MODELS (Q5292284) (← links)
- Valuation of variable annuities under stochastic volatility and stochastic jump intensity (Q6169665) (← links)
- Affine Heston model style with self-exciting jumps and long memory (Q6536770) (← links)