Pages that link to "Item:Q2219586"
From MaRDI portal
The following pages link to Pricing EIA with cliquet-style guarantees under time-changed Lévy models by frame duality projection (Q2219586):
Displaying 5 items.
- Hybrid equity swap, cap, and floor pricing under stochastic interest by Markov chain approximation (Q2098074) (← links)
- Equity-linked guaranteed minimum death benefits with dollar cost averaging (Q2234775) (← links)
- Pricing equity-linked death benefits by complex Fourier series expansion in a regime-switching jump diffusion model (Q2242652) (← links)
- SINH-ACCELERATION FOR B-SPLINE PROJECTION WITH OPTION PRICING APPLICATIONS (Q5061497) (← links)
- The bilateral Gamma motion: calibration and option pricing (Q6643155) (← links)
