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

@@ Property / DOI @@
-.1016/j.jkss.2018.04.001
@@ Property / DOI: 10.1016/j.jkss.2018.04.001 / rank @@
-Normal rank
@@ Property / cites work @@
+Valuing equity-linked death benefits and other contingent options: a discounted density approach
+Normal rank
@@ Property / cites work @@
+Q3997769
@@ Property / cites work: Q3997769 / rank @@
+Normal rank
@@ Property / cites work @@
+“Pricing Dynamic Investment Fund Protection,” Hans U. Gerber and Gérard Pafumi, April 2000
+Normal rank
@@ 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
+Normal rank
@@ Property / cites work @@
+Valuing Equity-Indexed Annuities
@@ Property / cites work: Valuing Equity-Indexed Annuities / rank @@
+Normal rank
@@ Property / DOI @@
+.1016/J.JKSS.2018.04.001
@@ Property / DOI: 10.1016/J.JKSS.2018.04.001 / rank @@
+Normal rank