Bayesian analysis of equity-linked savings contracts with American-style options (Q2879032)
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scientific article; zbMATH DE number 6340771
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian analysis of equity-linked savings contracts with American-style options |
scientific article; zbMATH DE number 6340771 |
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Bayesian analysis of equity-linked savings contracts with American-style options (English)
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5 September 2014
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American style derivative securities
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Bayesian analysis
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insurance related products
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Monte Carlo methods
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option pricing via simulation
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stochastic interest rates
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