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

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+On Asian option pricing for NIG Lévy processes
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+Efficient Monte Carlo and Quasi–Monte Carlo Option Pricing Under the Variance Gamma Model
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+Pricing and capital requirements for with profit contracts: modelling considerations
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+Monte Carlo methods for security pricing
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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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+The Variance Gamma Process and Option Pricing
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+Option Pricing With V. G. Martingale Components<sup>1</sup>
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+Exotic options under Lévy models: an overview
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+Publication:3088978