Pages that link to "Item:Q453330"
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The following pages link to Iterative methods for the solution of a singular control formulation of a GMWB pricing problem (Q453330):
Displayed 8 items.
- Pricing and hedging GMWB in the Heston and in the Black-Scholes with stochastic interest rate models (Q1722758) (← links)
- Analysis of optimal dynamic withdrawal policies in withdrawal guarantee products (Q1994588) (← links)
- A finite difference scheme for variational inequalities arising in stochastic control problems with several singular control variables (Q1997321) (← links)
- Optimal initiation of a GLWB in a variable annuity: no arbitrage approach (Q2513460) (← links)
- Numerical Approximation of a Cash-Constrained Firm Value with Investment Opportunities (Q2962131) (← links)
- The valuation of GMWB variable annuities under alternative fund distributions and policyholder behaviours (Q4576977) (← links)
- RISK-BASED CAPITAL FOR VARIABLE ANNUITY UNDER STOCHASTIC INTEREST RATE (Q5140086) (← links)
- Willow tree algorithms for pricing Guaranteed Minimum Withdrawal Benefits under jump-diffusion and CEV models (Q5235461) (← links)