Understanding the Behavior and Hedging of Segregated Funds Offering the Reset Feature (Q5715864): Difference between revisions

@@ Property / cites work @@
+Reserving for maturity guarantees: Two approaches
@@ Property / cites work: Reserving for maturity guarantees: Two approaches / rank @@
+Normal rank
@@ Property / cites work @@
+Valuation of the Reset Options Embedded in Some Equity-Linked Insurance Products
+Normal rank
@@ Property / cites work @@
+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
+Normal rank
@@ Property / cites work @@
+Q4794126
@@ Property / cites work: Q4794126 / rank @@
+Normal rank
@@ Property / cites work @@
+Option pricing when underlying stock returns are discontinuous
+Normal rank
@@ Property / cites work @@
+Shout options: A framework for pricing contracts which can be modified by the investor
+Normal rank
@@ Property / cites work @@
+Valuation of segregated funds: shout options with maturity extensions.
+Normal rank