Pages that link to "Item:Q659168"

The following pages link to Pricing long-dated insurance contracts with stochastic interest rates and stochastic volatility (Q659168):

Displaying 27 items.

• Pricing FX options in the Heston/CIR jump-diffusion model with log-normal and log-uniform jump amplitudes (Q274846) (← links)
• Valuing inflation-linked death benefits under a stochastic volatility framework (Q343966) (← links)
• Valuation of guaranteed annuity options using a stochastic volatility model for equity prices (Q661249) (← links)
• A Gaussian radial basis function-finite difference technique to simulate the HCIR equation (Q1631428) (← links)
• A dimension reduction Shannon-wavelet based method for option pricing (Q1635866) (← links)
• A multiquadric RBF-FD scheme for simulating the financial HHW equation utilizing exponential integrator (Q1713627) (← links)
• Pricing variance and volatility swaps with stochastic volatility, stochastic interest rate and regime switching (Q2164576) (← links)
• Pricing the financial Heston-Hull-White model with arbitrary correlation factors via an adaptive FDM (Q2203803) (← links)
• Computational aspects of pricing foreign exchange options with stochastic volatility and stochastic interest rates (Q2266898) (← links)
• Delta hedging in discrete time under stochastic interest rate (Q2349604) (← links)
• A multi-level dimension reduction Monte-Carlo method for jump-diffusion models (Q2360709) (← links)
• Pricing inflation products with stochastic volatility and stochastic interest rates (Q2442529) (← links)
• Closed-form formulae for European options under three-factor models (Q2660490) (← links)
• The affine Heston model with correlated Gaussian interest rates for pricing hybrid derivatives (Q2866378) (← links)
• Extension of stochastic volatility equity models with the Hull–White interest rate process (Q2893077) (← links)
• Analytical formulas for a local volatility model with stochastic rates (Q2893202) (← links)
• Pricing Options with Hybrid Stochastic Volatility Models (Q2958817) (← links)
• Generic pricing of FX, inflation and stock options under stochastic interest rates and stochastic volatility (Q3005360) (← links)
• Forward Start Foreign Exchange Options Under Heston’s Volatility and the CIR Interest Rates (Q4561924) (← links)
• A dimension and variance reduction Monte-Carlo method for option pricing under jump-diffusion models (Q4610213) (← links)
• Convergence of an Euler Scheme for a Hybrid Stochastic-Local Volatility Model with Stochastic Rates in Foreign Exchange Markets (Q4635245) (← links)
• Semi-analytical Pricing of Currency Options in the Heston/CIR Jump-Diffusion Hybrid Model (Q4682470) (← links)
• Dimension and variance reduction for Monte Carlo methods for high-dimensional models in finance (Q4682492) (← links)
• Convertible bond valuation in a jump diffusion setting with stochastic interest rates (Q4682998) (← links)
• LESS-EXPENSIVE VALUATION AND RESERVING OF LONG-DATED VARIABLE ANNUITIES WHEN INTEREST RATES AND MORTALITY RATES ARE STOCHASTIC (Q5119562) (← links)
• Variable Annuities with VIX-Linked Fee Structure under a Heston-Type Stochastic Volatility Model (Q5379238) (← links)
• Calibration of a Hybrid Local-Stochastic Volatility Stochastic Rates Model with a Control Variate Particle Method (Q5742499) (← links)