Dynamic Fund Protection (Q5718218): Difference between revisions

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+https://doi.org/10.1080/10920277.2001.10595996
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+W2021475375
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@@ Property / cites work @@
+Volatility skews and extensions of the Libor market model
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+Pricing and hedging long-term options
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+Monte Carlo methods for security pricing
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+Reserving for maturity guarantees: Two approaches
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+Connecting discrete and continuous path-dependent options
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+Q5528194
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+A finite element approach to the pricing of discrete lookbacks with stochastic volatility
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+Pricing Dynamic Investment Fund Protection
@@ Property / cites work: Pricing Dynamic Investment Fund Protection / rank @@
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+Pricing Perpetual Options for Jump Processes
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+From ruin theory to pricing reset guarantees and perpetual put options
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+Martingales and arbitrage in multiperiod securities markets
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+Martingales and stochastic integrals in the theory of continuous trading
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+Q4315885
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+Valuing Equity-Indexed Annuities
@@ Property / cites work: Valuing Equity-Indexed Annuities / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:5718218