Pages that link to "Item:Q2397852"

The following pages link to Equity-linked annuity pricing with cliquet-style guarantees in regime-switching and stochastic volatility models with jumps (Q2397852):

Displayed 36 items.

• Fluctuation identities with continuous monitoring and their application to the pricing of barrier options (Q724078) ‎ (← links)
• Pricing and hedging defaultable participating contracts with regime switching and jump risk (Q777938) ‎ (← links)
• A general framework for time-changed Markov processes and applications (Q1622827) ‎ (← links)
• Efficient Asian option pricing under regime switching jump diffusions and stochastic volatility models (Q2022921) ‎ (← links)
• A data-driven framework for consistent financial valuation and risk measurement (Q2028832) ‎ (← links)
• Analysis of Markov chain approximation for Asian options and occupation-time derivatives: Greeks and convergence rates (Q2040431) ‎ (← links)
• Recursive approximating to the finite-time Gerber-Shiu function in Lévy risk models under periodic observation (Q2050919) ‎ (← links)
• Pricing some life-contingent lookback options under regime-switching Lévy models (Q2075983) ‎ (← links)
• Valuation of cliquet-style guarantees with death benefits (Q2083377) ‎ (← links)
• Valuation of a DB underpin hybrid pension under a regime-switching Lévy model (Q2088855) ‎ (← links)
• Valuing equity-linked death benefits with a threshold expense structure under a regime-switching Lévy model (Q2097450) ‎ (← links)
• Hybrid equity swap, cap, and floor pricing under stochastic interest by Markov chain approximation (Q2098074) ‎ (← links)
• Efficient valuation of guaranteed minimum maturity benefits in regime switching jump diffusion models with surrender risk (Q2104088) ‎ (← links)
• Short maturity conditional Asian options in local volatility models (Q2175467) ‎ (← links)
• Pricing EIA with cliquet-style guarantees under time-changed Lévy models by frame duality projection (Q2219586) ‎ (← 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)
• Efficient pricing of European options on two underlying assets by frame duality (Q2304872) ‎ (← links)
• Cliquet option pricing in a jump-diffusion Lévy model (Q2414852) ‎ (← links)
• A general continuous time Markov chain approximation for multi-asset option pricing with systems of correlated diffusions (Q2656684) ‎ (← links)
• A General Valuation Framework for SABR and Stochastic Local Volatility Models (Q4579833) ‎ (← links)
• A Markov chain approximation scheme for option pricing under skew diffusions (Q4991088) ‎ (← links)
• SINH-ACCELERATION FOR B-SPLINE PROJECTION WITH OPTION PRICING APPLICATIONS (Q5061497) ‎ (← links)
• A generalized Esscher transform for option valuation with regime switching risk (Q5079361) ‎ (← links)
• Pricing methods for <i>α</i>-quantile and perpetual early exercise options based on Spitzer identities (Q5139204) ‎ (← links)
• NONPARAMETRIC DENSITY ESTIMATION BY B-SPLINE DUALITY (Q5221310) ‎ (← links)
• Computing the Gerber–Shiu function by frame duality projection (Q5743539) ‎ (← links)
• Pricing ratchet equity index annuity with mortality risk by complex Fourier series method (Q6049332) ‎ (← links)
• Optimal DC pension investment with square-root factor processes under stochastic income and inflation risks (Q6092937) ‎ (← links)
• Valuing variable annuities with path-dependent surrender guarantees under regime-switching Lévy models (Q6098033) ‎ (← links)
• Utility maximization in a stochastic affine interest rate and CIR risk premium framework: a BSDE approach (Q6098178) ‎ (← links)
• Finite-time expected present value of operating costs until ruin in a Cox risk model with periodic observation (Q6106004) ‎ (← links)
• Valuing equity-linked guaranteed minimum death benefits with \textit{European}-style \textit{Asian} payoffs under a regime switching jump-diffusion model (Q6144094) ‎ (← links)
• Randomization and the valuation of guaranteed minimum death benefits (Q6167872) ‎ (← links)
• Valuation and optimal surrender of variable annuities with guaranteed minimum benefits and periodic fees (Q6169661) ‎ (← links)
• Valuation of variable annuities under stochastic volatility and stochastic jump intensity (Q6169665) ‎ (← links)