A flexible lattice framework for valuing options on assets paying discrete dividends and variable annuities embedding GMWB riders (Q2145706): Difference between revisions
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Latest revision as of 05:50, 17 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A flexible lattice framework for valuing options on assets paying discrete dividends and variable annuities embedding GMWB riders |
scientific article |
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A flexible lattice framework for valuing options on assets paying discrete dividends and variable annuities embedding GMWB riders (English)
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17 June 2022
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binomial algorithm
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bivariate lattice
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discrete dividends
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variable annuity
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guaranteed minimum withdrawal benefit
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surrender option
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