Pages that link to "Item:Q2242652"
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The following pages link to Pricing equity-linked death benefits by complex Fourier series expansion in a regime-switching jump diffusion model (Q2242652):
Displaying 16 items.
- Valuing inflation-linked death benefits under a stochastic volatility framework (Q343966) (← links)
- A recursive approach to mortality-linked derivative pricing (Q634010) (← links)
- Valuing equity-linked death benefits in jump diffusion models (Q2015627) (← links)
- Pricing some life-contingent lookback options under regime-switching Lévy models (Q2075983) (← links)
- Valuation of a DB underpin hybrid pension under a regime-switching Lévy model (Q2088855) (← links)
- Two-factor Heston model equipped with regime-switching: American option pricing and model calibration by Levenberg-Marquardt optimization algorithm (Q2095684) (← links)
- Valuing equity-linked death benefits with a threshold expense structure under a regime-switching Lévy model (Q2097450) (← links)
- Efficient valuation of guaranteed minimum maturity benefits in regime switching jump diffusion models with surrender risk (Q2104088) (← links)
- Equity-linked guaranteed minimum death benefits with dollar cost averaging (Q2234775) (← links)
- First passage problems of refracted jump diffusion processes and their applications in valuing equity-linked death benefits (Q2673386) (← links)
- VALUING EQUITY-LINKED DEATH BENEFITS IN A REGIME-SWITCHING FRAMEWORK (Q4563742) (← links)
- Pricing equity-linked guaranteed minimum death benefits with surrender risk by complex Fourier series expansion method (Q6058844) (← links)
- Valuing equity-linked guaranteed minimum death benefits with \textit{European}-style \textit{Asian} payoffs under a regime switching jump-diffusion model (Q6144094) (← links)
- Randomization and the valuation of guaranteed minimum death benefits (Q6167872) (← links)
- Valuation and optimal surrender of variable annuities with guaranteed minimum benefits and periodic fees (Q6169661) (← links)
- Valuing equity-linked death benefits on multiple life with time until death following a \(K_n\) distribution (Q6534962) (← links)
