Pages that link to "Item:Q1413278"

The following pages link to Valuation of segregated funds: shout options with maturity extensions. (Q1413278):

Displaying 18 items.

• Numerical solutions of quantile hedging for guaranteed minimum death benefits under a regime-switching jump-diffusion formulation (Q629561) (← links)
• Stock loan with automatic termination clause, cap and margin (Q630714) (← links)
• Hedging with a correlated asset: Solution of a nonlinear pricing PDE (Q859866) (← links)
• A parabolic variational inequality arising from the valuation of strike reset options (Q860744) (← links)
• A numerical scheme for the impulse control formulation for pricing variable annuities with a guaranteed minimum withdrawal benefit (GMWB) (Q937233) (← links)
• The effect of modelling parameters on the value of GMWB guarantees (Q938050) (← links)
• Options with combined reset rights on strike and maturity (Q956445) (← links)
• A penalty method for American options with jump diffusion processes (Q1889909) (← links)
• An optimal stochastic control framework for determining the cost of hedging of variable annuities (Q1994570) (← links)
• Application of data clustering and machine learning in variable annuity valuation (Q2015648) (← links)
• Financial valuation of guaranteed minimum withdrawal benefits (Q2507939) (← links)
• Optimal initiation of a GLWB in a variable annuity: no arbitrage approach (Q2513460) (← links)
• OPTIMAL REDEEMING STRATEGY OF STOCK LOANS WITH FINITE MATURITY (Q3100755) (← links)
• Hedging Costs for Variable Annuities Under Regime-Switching (Q4562479) (← links)
• OPTIMAL SHOUTING POLICIES OF OPTIONS WITH STRIKE RESET RIGHT (Q4673848) (← links)
• Understanding the Behavior and Hedging of Segregated Funds Offering the Reset Feature (Q5715864) (← links)
• Valuing the Guaranteed Minimum Death Benefit Clause with Partial Withdrawals (Q5851724) (← links)
• Shout options: A framework for pricing contracts which can be modified by the investor (Q5946736) (← links)