Pages that link to "Item:Q2873132"
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The following pages link to Pricing and hedging of cliquet options and locally capped contracts (Q2873132):
Displaying 16 items.
- Cliquet-style return guarantees in a regime switching Lévy model (Q506080) (← links)
- Pricing cliquet options by tree methods (Q545527) (← links)
- Pricing the equity-linked and principal-protected securities with cap and path dependence (Q990707) (← links)
- The benefit of life insurance contracts with capped index participation when stock prices are subject to jump risk (Q1627633) (← links)
- Cliquet option pricing with Meixner processes (Q1641936) (← links)
- Applications of the central limit theorem for pricing cliquet-style options (Q1689027) (← links)
- Pricing EIA with cliquet-style guarantees under time-changed Lévy models by frame duality projection (Q2219586) (← links)
- Equity-linked guaranteed minimum death benefits with dollar cost averaging (Q2234775) (← links)
- Equity-linked annuity pricing with cliquet-style guarantees in regime-switching and stochastic volatility models with jumps (Q2397852) (← links)
- Cliquet option pricing in a jump-diffusion Lévy model (Q2414852) (← links)
- SIMPLE PROCESSES AND THE PRICING AND HEDGING OF CLIQUETS (Q4906520) (← links)
- Pricing Cliquet Options in Jump-Diffusion Models (Q5711157) (← links)
- Analyzing the interest rate risk of equity-indexed annuities via scenario matrices (Q6152703) (← links)
- Valuation and optimal surrender of variable annuities with guaranteed minimum benefits and periodic fees (Q6169661) (← links)
- Efficient valuation of variable annuities under regime-switching jump diffusion models with surrender risk and mortality risk (Q6591005) (← links)
- Efficient simulation and valuation of equity-indexed annuities under a two-factor G2++ model (Q6649325) (← links)
