Pages that link to "Item:Q2229798"
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The following pages link to A dimension-reduction algorithm for the valuation of surrender options in EIA contracts with stochastic interest rates (Q2229798):
Displaying 3 items.
- NUMERICAL HEDGING OF ELECTRICITY CONTRACTS USING DIMENSION REDUCTION (Q4649505) (← links)
- Valuation of general GMWB annuities in a low interest rate environment (Q6072272) (← links)
- Valuation and optimal surrender of variable annuities with guaranteed minimum benefits and periodic fees (Q6169661) (← links)