Pages that link to "Item:Q4562479"
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The following pages link to Hedging Costs for Variable Annuities Under Regime-Switching (Q4562479):
Displaying 5 items.
- Geometric stopping of a random walk and its applications to valuing equity-linked death benefits (Q495497) (← links)
- Guaranteed minimum surrender benefits in variable annuities: the impact of regulator-imposed guarantees (Q1689021) (← links)
- Option pricing under regime-switching models: novel approaches removing path-dependence (Q2421406) (← links)
- Pricing bounds and bang-bang analysis of the Polaris variable annuities (Q5215446) (← links)
- The Existence of Optimal Bang-Bang Controls for GMxB Contracts (Q5250040) (← links)
