Pages that link to "Item:Q2029647"
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The following pages link to Valuation of equity-indexed annuities under correlated jump-diffusion processes (Q2029647):
Displaying 12 items.
- Valuing equity-indexed annuities with icicled barrier options (Q1657865) (← links)
- Pricing of equity indexed annuity under fractional Brownian motion model (Q1723974) (← links)
- Valuation of equity-indexed annuities with regime-switching jump diffusion risk and stochastic mortality risk (Q1934414) (← links)
- Pricing EIA with cliquet-style guarantees under time-changed Lévy models by frame duality projection (Q2219586) (← links)
- Impact of volatility clustering on equity indexed annuities (Q2374129) (← links)
- Equity-linked annuity pricing with cliquet-style guarantees in regime-switching and stochastic volatility models with jumps (Q2397852) (← links)
- Evaluation of equity-indexed annuities under transaction costs (Q2801425) (← links)
- Valuation of Equity-indexed Annuities with Stochastic Interest Rate and Jump Diffusion (Q2921838) (← links)
- Pricing Equity-indexed Annuities When Discrete Dividends Follow a Markov-Modulated Jump Diffusion Model (Q3462361) (← links)
- Valuation of Equity-Linked Insurance and Annuity Products with Binomial Models (Q5018739) (← links)
- Hedging and utility valuation of a defaultable claim driven by Hawkes processes (Q6580708) (← links)
- Variable annuities valuation under a mixed fractional Brownian motion environment with jumps considering mortality risk (Q6580760) (← links)
