Pages that link to "Item:Q5718086"
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The following pages link to Pricing Dynamic Investment Fund Protection (Q5718086):
Displaying 29 items.
- Pricing maturity guarantee under a refracted Brownian motion (Q384225) (← links)
- Minimum return guarantees with fund switching rights -- an optimal stopping problem (Q658637) (← links)
- Pricing maturity guarantee with dynamic withdrawal benefit (Q661240) (← links)
- The pricing of dynamic fund protection with default risk (Q679581) (← links)
- Reset and withdrawal rights in dynamic fund protection (Q868324) (← links)
- Pricing dynamic fund protections with regime switching (Q896790) (← links)
- Optimal portfolio management with American capital guarantee (Q953755) (← links)
- Pricing the equity-linked and principal-protected securities with cap and path dependence (Q990707) (← links)
- Optimal surrender strategies for equity-indexed annuity investors (Q1003810) (← links)
- Long-term optimal portfolios with floor (Q1761450) (← links)
- Analytic solution for American strangle options using Laplace-Carson transforms (Q2005252) (← links)
- Pricing dynamic fund protection under a regime-switching jump-diffusion model with stochastic protection level (Q2244233) (← links)
- Pricing a chained dynamic fund protection under Vasicek interest rate model with stochastic barrier (Q2287376) (← links)
- Valuing equity-linked death benefits and other contingent options: a discounted density approach (Q2444708) (← links)
- Pricing and hedging guaranteed returns on mix funds (Q2499837) (← links)
- The market pricing of the lifeboat provision in a closed-end fund (Q2879020) (← links)
- Protection of a Company Issuing a Certain Class of Participating Policies in a Complete Market Framework (Q3088970) (← links)
- (Q3307301) (← links)
- CONSTANT PROPORTION PORTFOLIO INSURANCE IN THE PRESENCE OF JUMPS IN ASSET PRICES (Q3393977) (← links)
- Pricing dynamic fund protections for a hyperexponential jump diffusion process (Q4638697) (← links)
- Valuation of Discrete Dynamic Fund Protection Under Lévy Processes (Q5029063) (← links)
- Dynamic Fund Protection for Property Markets (Q5043476) (← links)
- Pricing Lookback Options and Dynamic Guarantees (Q5715904) (← links)
- Pricing Perpetual Fund Protection with Withdrawal Option (Q5715912) (← links)
- Geometric Brownian Motion Models for Assets and Liabilities: From Pension Funding to Optimal Dividends (Q5715918) (← links)
- Pricing Discrete Dynamic Fund Protections (Q5715934) (← links)
- Optimal Design of a Perpetual Equity-Indexed Annuity (Q5716008) (← links)
- Dynamic Fund Protection (Q5718218) (← links)
- Arbitrage problems with reflected geometric Brownian motion (Q6181515) (← links)