Pages that link to "Item:Q6169665"
From MaRDI portal
The following pages link to Valuation of variable annuities under stochastic volatility and stochastic jump intensity (Q6169665):
Displaying 6 items.
- VIX-linked fees for GMWBs via explicit solution simulation methods (Q1667404) (← links)
- Pricing variable annuity guarantees in a local volatility framework (Q2015631) (← links)
- Variable annuity with a surrender option under multiscale stochastic volatility (Q2111544) (← links)
- Valuation of annuity guarantees under a self-exciting switching jump model (Q2152249) (← links)
- Equity-linked annuity pricing with cliquet-style guarantees in regime-switching and stochastic volatility models with jumps (Q2397852) (← links)
- Variational inequality arising from variable annuity with mean reversion environment (Q6142192) (← links)