Pricing bounds and bang-bang analysis of the Polaris variable annuities (Q5215446)
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scientific article; zbMATH DE number 7165664
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing bounds and bang-bang analysis of the Polaris variable annuities |
scientific article; zbMATH DE number 7165664 |
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Pricing bounds and bang-bang analysis of the Polaris variable annuities (English)
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10 February 2020
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variable annuities
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bang-bang solution
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least squares Monte Carlo
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sieve estimation
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