Pricing maturity guarantee with dynamic withdrawal benefit (Q661240): Difference between revisions

@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
@@ Property / cites work @@
+Q5528194
@@ Property / cites work: Q5528194 / rank @@
+Normal rank
@@ Property / cites work @@
+Pricing Dynamic Investment Fund Protection
@@ Property / cites work: Pricing Dynamic Investment Fund Protection / rank @@
+Normal rank
@@ Property / cites work @@
+Actuarial bridges to dynamic hedging and option pricing
+Normal rank
@@ Property / cites work @@
+Pricing Perpetual Options for Jump Processes
@@ Property / cites work: Pricing Perpetual Options for Jump Processes / rank @@
+Normal rank
@@ Property / cites work @@
+From ruin theory to pricing reset guarantees and perpetual put options
+Normal rank
@@ Property / cites work @@
+Pricing Perpetual Fund Protection with Withdrawal Option
+Normal rank
@@ Property / cites work @@
+Geometric Brownian Motion Models for Assets and Liabilities: From Pension Funding to Optimal Dividends
+Normal rank
@@ Property / cites work @@
+Optimal Dividends
@@ Property / cites work: Optimal Dividends / rank @@
+Normal rank
@@ Property / cites work @@
+An extension of P. Lévy's distributional properties to the case of a Brownian motion with drift
+Normal rank
@@ Property / cites work @@
+“Pricing Dynamic Investment Fund Protection,” Hans U. Gerber and Gérard Pafumi, April 2000
+Normal rank
@@ Property / cites work @@
+Dynamic Fund Protection
@@ Property / cites work: Dynamic Fund Protection / rank @@
+Normal rank
@@ Property / cites work @@
+Pricing equity-indexed annuities with path-dependent options.
+Normal rank
@@ Property / cites work @@
+Finite-time dividend-ruin models
@@ Property / cites work: Finite-time dividend-ruin models / rank @@
+Normal rank
@@ Property / cites work @@
+Q3582787
@@ Property / cites work: Q3582787 / rank @@
+Normal rank