Pages that link to "Item:Q6156163"
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The following pages link to Surrender and path-dependent guarantees in variable annuities: integral equation solutions and benchmark methods (Q6156163):
Displaying 4 items.
- 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)
- Variable annuities with a threshold fee: valuation, numerical implementation and comparative static analysis (Q2331000) (← links)
- Variational inequality arising from variable annuity with mean reversion environment (Q6142192) (← links)