Pages that link to "Item:Q495497"
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The following pages link to Geometric stopping of a random walk and its applications to valuing equity-linked death benefits (Q495497):
Displaying 8 items.
- Pricing some life-contingent lookback options under regime-switching Lévy models (Q2075983) (← links)
- Valuation of cliquet-style guarantees with death benefits (Q2083377) (← links)
- Valuing equity-linked death benefits with a threshold expense structure under a regime-switching Lévy model (Q2097450) (← links)
- Equity-linked guaranteed minimum death benefits with dollar cost averaging (Q2234775) (← links)
- Valuing equity-linked death benefits in general exponential Lévy models (Q2332688) (← links)
- Valuing guaranteed equity-linked contracts by Laguerre series expansion (Q2424940) (← links)
- Discrete sums of geometric Brownian motions, annuities and Asian options (Q2520429) (← links)
- Randomization and the valuation of guaranteed minimum death benefits (Q6167872) (← links)
