Pages that link to "Item:Q2300964"
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The following pages link to Efficient valuation of a variable annuity contract with a surrender option (Q2300964):
Displaying 6 items.
- Valuation of guaranteed minimum maturity benefits in variable annuities with surrender options (Q343983) (← links)
- Optimal surrender strategies and valuations of path-dependent guarantees in variable annuities (Q1622514) (← links)
- Variable annuity with a surrender option under multiscale stochastic volatility (Q2111544) (← links)
- VALUATION OF GUARANTEED ANNUITY OPTIONS IN AFFINE TERM STRUCTURE MODELS (Q5292284) (← links)
- Valuing variable annuities with path-dependent surrender guarantees under regime-switching Lévy models (Q6098033) (← links)
- Variational inequality arising from variable annuity with mean reversion environment (Q6142192) (← links)