Lévy modeled GMWB: Pricing with wavelets (Q5083992): Difference between revisions

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+The valuation of GMWB variable annuities under alternative fund distributions and policyholder behaviours
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+A Universal Pricing Framework for Guaranteed Minimum Benefits in Variable Annuities
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+Arbitrage Theory in Continuous Time
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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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+The effect of modelling parameters on the value of GMWB guarantees
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+Financial Modelling with Jump Processes
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+Term Structure Models Driven by General Levy Processes
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+Q4433608
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+Q3870044
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+Wavelet Galerkin pricing of American options on Lévy driven assets
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+Financial valuation of guaranteed minimum withdrawal benefits
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+Q4937701
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