Pricing Discrete Dynamic Fund Protections (Q5715934): Difference between revisions

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+MaRDI publication profile
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+https://doi.org/10.1080/10920277.2003.10596115
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+W2090786948
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@@ Property / cites work @@
+A Dynamic Programming Procedure for Pricing American-Style Asian Options
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+Algorithm 659
@@ Property / cites work: Algorithm 659 / rank @@
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+Connecting discrete and continuous path-dependent options
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+Pricing Dynamic Investment Fund Protection
@@ Property / cites work: Pricing Dynamic Investment Fund Protection / rank @@
+Normal rank
@@ Property / cites work @@
+Pricing Perpetual Options for Jump Processes
@@ Property / cites work: Pricing Perpetual Options for Jump Processes / rank @@
+Normal rank
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+From ruin theory to pricing reset guarantees and perpetual put options
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@@ Property / cites work @@
+Pricing Lookback Options and Dynamic Guarantees
@@ Property / cites work: Pricing Lookback Options and Dynamic Guarantees / rank @@
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@@ Property / cites work @@
+Pricing Perpetual Fund Protection with Withdrawal Option
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@@ Property / cites work @@
+Q5480304
@@ Property / cites work: Q5480304 / rank @@
+Normal rank
@@ Property / cites work @@
+Dynamic Fund Protection
@@ Property / cites work: Dynamic Fund Protection / rank @@
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+Valuing Equity-Indexed Annuities
@@ Property / cites work: Valuing Equity-Indexed Annuities / rank @@
+Normal rank
@@ Property / cites work @@
+Pricing Discrete Barrier and Hindsight Options with the Tridiagonal Probability Algorithm
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+Publication:5715934