Pages that link to "Item:Q661249"
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The following pages link to Valuation of guaranteed annuity options using a stochastic volatility model for equity prices (Q661249):
Displaying 16 items.
- Valuing inflation-linked death benefits under a stochastic volatility framework (Q343966) (← links)
- Valuation of guaranteed annuity conversion options. (Q1413340) (← links)
- Pricing and hedging guaranteed annuity options via static option replication. (Q1423359) (← links)
- Optimal surrender of guaranteed minimum maturity benefits under stochastic volatility and interest rates (Q1742704) (← links)
- Pricing variable annuity guarantees in a local volatility framework (Q2015631) (← links)
- Variable annuity with a surrender option under multiscale stochastic volatility (Q2111544) (← links)
- Analytical calculation of risk measures for variable annuity guaranteed benefits (Q2447419) (← links)
- A comonotonicity-based valuation method for guaranteed annuity options (Q2448346) (← links)
- The fair valuation problem of guaranteed annuity options: the stochastic mortality environment case (Q2507952) (← links)
- Pricing range notes within Wishart affine models (Q2513635) (← links)
- Valuing guaranteed withdrawal benefits with stochastic interest rates and volatility (Q2879036) (← links)
- Valuing variable annuity guarantees on multiple assets (Q4575460) (← links)
- VALUATION OF GUARANTEED ANNUITY OPTIONS IN AFFINE TERM STRUCTURE MODELS (Q5292284) (← links)
- Variable annuity pricing, valuation, and risk management: a survey (Q5872568) (← links)
- Hedging longevity risk in defined contribution pension schemes (Q6088770) (← links)
- Valuation of variable annuities under stochastic volatility and stochastic jump intensity (Q6169665) (← links)
