Valuation of segregated funds: shout options with maturity extensions. (Q1413278): Difference between revisions

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+Pricing of Unit-linked Life Insurance Policies
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+Pricing and hedging derivative securities in markets with uncertain volatilities
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+Pricing equity-linked life insurance with endogenous minimum guarantees
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+Pricing and hedging long-term options
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+Reserving for maturity guarantees: Two approaches
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+PDE methods for pricing barrier options
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+From ruin theory to pricing reset guarantees and perpetual put options
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+Q4863379
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+Shout options: A framework for pricing contracts which can be modified by the investor
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+An object-oriented framework for valuing shout options on high-performance computer architectures
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+A synthesis of risk measures for capital adequacy
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/s0167-6687(01)00072-5
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+W2088762864
@@ Property / OpenAlex ID: W2088762864 / rank @@
+Normal rank