Pricing guaranteed minimum withdrawal benefits under stochastic interest rates (Q2869985): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: A Universal Pricing Framework for Guaranteed Minimum Benefits in Variable Annuities / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: A numerical scheme for the impulse control formulation for pricing variable annuities with a guaranteed minimum withdrawal benefit (GMWB) / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: The effect of modelling parameters on the value of GMWB guarantees / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Pricing of Ratchet equity-indexed annuities under stochastic interest rates / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Financial valuation of guaranteed minimum withdrawal benefits / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: The value of an Asian option / rank | |||
Normal rank | |||
Latest revision as of 05:40, 7 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing guaranteed minimum withdrawal benefits under stochastic interest rates |
scientific article |
Statements
Pricing guaranteed minimum withdrawal benefits under stochastic interest rates (English)
0 references
17 January 2014
0 references
derivatives securities
0 references
derivatives pricing
0 references
options pricing
0 references
