Pages that link to "Item:Q5715912"

The following pages link to Pricing Perpetual Fund Protection with Withdrawal Option (Q5715912):

Displaying 16 items.

• Modeling of financial processes with a space-time fractional diffusion equation of varying order (Q501519) (← links)
• Pricing maturity guarantee with dynamic withdrawal benefit (Q661240) (← links)
• The pricing of dynamic fund protection with default risk (Q679581) (← links)
• Optimal stopping behavior of equity-linked investment products with regime switching (Q817296) (← links)
• Reset and withdrawal rights in dynamic fund protection (Q868324) (← links)
• Lookback options and dynamic fund protection under multiscale stochastic volatility (Q882460) (← links)
• Pricing dynamic fund protections with regime switching (Q896790) (← links)
• Optimal surrender strategies for equity-indexed annuity investors (Q1003810) (← links)
• Equity-linked life insurance based on traditional products: the case of select products (Q1689023) (← links)
• Long-term optimal portfolios with floor (Q1761450) (← links)
• Pricing dynamic fund protection under a regime-switching jump-diffusion model with stochastic protection level (Q2244233) (← links)
• Pricing a chained dynamic fund protection under Vasicek interest rate model with stochastic barrier (Q2287376) (← links)
• Series representation of the pricing formula for the European option driven by space-time fractional diffusion (Q2318158) (← links)
• The time of deducting fees for variable annuities under the state-dependent fee structure (Q2347103) (← links)
• Valuing equity-linked death benefits and other contingent options: a discounted density approach (Q2444708) (← links)
• SHOULD AN AMERICAN OPTION BE EXERCISED EARLIER OR LATER IF VOLATILITY IS NOT ASSUMED TO BE A CONSTANT? (Q3225029) (← links)