Valuation of guaranteed annuity options using a stochastic volatility model for equity prices (Q661249): Difference between revisions

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+Pricing and hedging long-term options
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+Valuation of guaranteed annuity conversion options.
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+A Universal Pricing Framework for Guaranteed Minimum Benefits in Variable Annuities
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+The fair value of guaranteed annuity options
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+The Pricing of Options and Corporate Liabilities
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+Mortality derivatives and the option to annuitise.
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+Guaranteed Annuity Options
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+Interest rate models -- theory and practice. With smile, inflation and credit
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+VALUATION OF GUARANTEED ANNUITY OPTIONS IN AFFINE TERM STRUCTURE MODELS
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+Affine processes and applications in finance
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+Transform Analysis and Asset Pricing for Affine Jump-diffusions
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+A Regime-Switching Model of Long-Term Stock Returns
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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+Pricing and hedging guaranteed annuity options via static option replication.
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+Q4504336
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+Stochastic Volatility With an Ornstein–Uhlenbeck Process: An Extension
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+Stock Price Distributions with Stochastic Volatility: An Analytic Approach
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+Pricing long-dated insurance contracts with stochastic interest rates and stochastic volatility
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