Pages that link to "Item:Q5292284"
From MaRDI portal
The following pages link to VALUATION OF GUARANTEED ANNUITY OPTIONS IN AFFINE TERM STRUCTURE MODELS (Q5292284):
Displaying 12 items.
- Mortality modelling with regime-switching for the valuation of a guaranteed annuity option (Q492634) (← links)
- Valuation of guaranteed annuity options using a stochastic volatility model for equity prices (Q661249) (← links)
- Valuation of the interest rate guarantee embedded in defined contribution pension plans (Q931175) (← links)
- Analytical approximations for prices of swap rate dependent embedded options in insurance products (Q1003826) (← links)
- Valuation of guaranteed annuity conversion options. (Q1413340) (← links)
- Pricing and hedging guaranteed annuity options via static option replication. (Q1423359) (← links)
- Pricing variable annuity guarantees in a local volatility framework (Q2015631) (← links)
- Variable annuity with a surrender option under multiscale stochastic volatility (Q2111544) (← links)
- Pricing European options on deferred annuities (Q2442531) (← links)
- A comonotonicity-based valuation method for guaranteed annuity options (Q2448346) (← links)
- Pricing swaptions under multifactor Gaussian HJM models (Q2927950) (← links)
- JOINING THE HESTON AND A THREE-FACTOR SHORT RATE MODEL: A CLOSED-FORM APPROACH (Q3467603) (← links)