Pages that link to "Item:Q5001178"
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The following pages link to Regression-based Monte Carlo methods for stochastic control models: variable annuities with lifelong guarantees (Q5001178):
Displaying 10 items.
- Pricing and hedging GMWB in the Heston and in the Black-Scholes with stochastic interest rate models (Q1722758) (← links)
- Generic improvements to least squares Monte Carlo methods with applications to optimal stopping problems (Q2076899) (← links)
- Fast and efficient nested simulation for large variable annuity portfolios: a surrogate modeling approach (Q2306093) (← links)
- Real-Time Valuation of Large Variable Annuity Portfolios: A Green Mesh Approach (Q3385433) (← links)
- Optimal Initiation of Guaranteed Lifelong Withdrawal Benefit with Dynamic Withdrawals (Q4607051) (← links)
- Pricing bounds and bang-bang analysis of the Polaris variable annuities (Q5215446) (← links)
- Valuation of general GMWB annuities in a low interest rate environment (Q6072272) (← links)
- Two-phase selection of representative contracts for valuation of large variable annuity portfolios (Q6152698) (← links)
- Risk-neutral valuation of GLWB riders in variable annuities (Q6152701) (← links)
- Optimal liquidation through a limit order book: a neural network and simulation approach (Q6164829) (← links)
