Pages that link to "Item:Q2507618"
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The following pages link to Pricing of multi-period rate of return guarantees: the Monte Carlo approach (Q2507618):
Displaying 6 items.
- Valuation of the interest rate guarantee embedded in defined contribution pension plans (Q931175) (← links)
- Pricing of multi-period rate of return guarantees. (Q1423346) (← links)
- Pricing rate of return guarantees in a Heath-Jarrow-Morton framework (Q1974032) (← links)
- Discussion on: ``A guide to Monte Carlo simulation concepts for assessment of risk-return profiles for regulatory purposes'' (Graf and Korn) (Q2219612) (← links)
- VALUATION OF CONTINGENT GUARANTEES USING LEAST-SQUARES MONTE CARLO (Q4629470) (← links)
- Simulation of value of CM strategy multi-period return guarantee under asset jump -- based on the conditional Monte Carlo method (Q5371819) (← links)