Efficient Pricing of Ratchet Equity-Indexed Annuities in a Variance-Gamma Economy (Q3088978): Difference between revisions

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+W1973670041
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+Changes of numéraire, changes of probability measure and option pricing
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+Esscher transforms and the minimal entropy martingale measure for exponential Lévy models
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+Pricing of Ratchet equity-indexed annuities under stochastic interest rates
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