Fair valuation of participating policies with surrender options and regime switching (Q817287): Difference between revisions

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+Fair Pricing of Life Insurance Participating Policies with a Minimum Interest Rate Guaranteed
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+Pricing American-style securities using simulation
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+AMERICAN OPTIONS WITH REGIME SWITCHING
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+Option pricing and Esscher transform under regime switching
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+Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies
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+Information and option pricings
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+Closed-Form Solutions for Perpetual American Put Options with Regime Switching
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+Analytical Valuation of American-Style Asian 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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+A stochastic calculus model of continuous trading: Complete markets
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+On the pricing of American options
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+Optimization Problems in the Theory of Continuous Trading
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+Stochastic differential equations. An introduction with applications.
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+On pricing and reserving with-profits life insurance contracts
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+On Fair Valuation of Participating Life Insurance Policies With Regime Switching
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