Pages that link to "Item:Q2873873"
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The following pages link to Mathematical analysis and numerical methods for pricing pension plans allowing early retirement (Q2873873):
Displaying 14 items.
- Algebraic resolution of equations of the Black-Scholes type with arbitrary time-dependent parameters (Q297689) (← links)
- Mathematical analysis and numerical methods for a PDE model of a stock loan pricing problem (Q394918) (← links)
- Optimal early retirement near the expiration of a pension plan (Q854273) (← links)
- A variational inequality approach to financial valuation of retirement benefits based on salary (Q1409830) (← links)
- Mathematical analysis of obstacle problems for pricing fixed-rate mortgages with prepayment and default options (Q1681008) (← links)
- Pricing of mortgages with prepayment and default options: numerical methods for the case with adjustable (floating) rate (Q1706706) (← links)
- PDE models and numerical methods for total value adjustment in European and American options with counterparty risk (Q1738076) (← links)
- PDE models for the pricing of a defaultable coupon-bearing bond under an extended JDCEV model (Q2045957) (← links)
- Total value adjustment for European options with two stochastic factors. Mathematical model, analysis and numerical simulation (Q2334884) (← links)
- Pricing pension plans under jump-diffusion models for the salary (Q2400705) (← links)
- Equilibrium models with heterogeneous agents under rational expectations and its numerical solution (Q2656024) (← links)
- Free boundary and retirement benefits pricing in a jump-diffusion model (Q3383200) (← links)
- UK pension changes in 2015: some mathematical considerations (Q5368908) (← links)
- A new numerical method for pricing fixed-rate mortgages with prepayment and default options (Q5739577) (← links)
