The effect of modelling parameters on the value of GMWB guarantees (Q938050): Difference between revisions

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+Jump-diffusion processes: volatility smile fitting and numerical methods for option pricing
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+A Universal Pricing Framework for Guaranteed Minimum Benefits in Variable Annuities
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+A numerical scheme for the impulse control formulation for pricing variable annuities with a guaranteed minimum withdrawal benefit (GMWB)
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+GUARANTEED MINIMUM WITHDRAWAL BENEFIT IN VARIABLE ANNUITIES
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+Robust numerical methods for contingent claims under jump diffusion processes
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+Calibration and hedging under jump diffusion
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+Dynamic Hedging Under Jump Diffusion with Transaction Costs
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+Financial valuation of guaranteed minimum withdrawal benefits
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+Understanding the Behavior and Hedging of Segregated Funds Offering the Reset Feature
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+Valuation of segregated funds: shout options with maturity extensions.
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