Pricing Annuity Guarantees Under a Regime-Switching Model (Q5029071): Difference between revisions

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+https://doi.org/10.1080/10920277.2009.10597557
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+W2542230831
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@@ Property / cites work @@
+Valuation of guaranteed annuity conversion options.
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@@ Property / cites work @@
+A Universal Pricing Framework for Guaranteed Minimum Benefits in Variable Annuities
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@@ Property / cites work @@
+Guaranteed Annuity Options
@@ Property / cites work: Guaranteed Annuity Options / rank @@
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@@ Property / cites work @@
+AMERICAN OPTIONS WITH REGIME SWITCHING
@@ Property / cites work: AMERICAN OPTIONS WITH REGIME SWITCHING / rank @@
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+Q4218383
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+Option pricing and Esscher transform under regime switching
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+Q3815091
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+“Asset Allocation with Hedge Funds on the Menu” Phelim Boyle and Sun Siang Liew, October 2007
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+Threshold models in non-linear time series analysis
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+Publication:5029071