Valuing equity-indexed annuities with icicled barrier options (Q1657865): Difference between revisions

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+https://doi.org/10.1016/j.jkss.2018.04.001
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+W2800176514
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@@ Property / cites work @@
+Valuing equity-linked death benefits and other contingent options: a discounted density approach
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+Q3997769
@@ Property / cites work: Q3997769 / rank @@
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+“Pricing Dynamic Investment Fund Protection,” Hans U. Gerber and Gérard Pafumi, April 2000
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@@ Property / cites work @@
+Pricing equity-indexed annuities with path-dependent options.
+Normal rank
@@ Property / cites work @@
+Valuing variable annuity guarantees with the multivariate Esscher transform
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+Valuing Equity-Indexed Annuities
@@ Property / cites work: Valuing Equity-Indexed Annuities / rank @@
+Normal rank
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+Publication:1657865