Valuing equity-linked death benefits in jump diffusion models (Q2015627): Difference between revisions

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Latest revision as of 15:38, 8 July 2024

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Valuing equity-linked death benefits in jump diffusion models
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    Valuing equity-linked death benefits in jump diffusion models (English)
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    23 June 2014
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    equity-linked death benefits
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    variable annuities
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    jump diffusion
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    exponential stopping
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    barrier options
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