Pricing European options on deferred annuities (Q2442531): Difference between revisions

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+Credit risk: Modelling, valuation and hedging
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+Affine processes for dynamic mortality and actuarial valuations
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+Guaranteed Annuity Options
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+American option pricing under two stochastic volatility processes
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+A Theory of the Term Structure of Interest Rates
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+A YIELD‐FACTOR MODEL OF INTEREST RATES
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+On Cox processes and credit risky securities
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+Applied Partial Differential Equations
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+PRICING COUPON-BOND OPTIONS AND SWAPTIONS IN AFFINE TERM STRUCTURE MODELS
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