Bayesian analysis of equity-linked savings contracts with American-style options (Q2879032)
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scientific article; zbMATH DE number 6340771
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| English | Bayesian analysis of equity-linked savings contracts with American-style options |
scientific article; zbMATH DE number 6340771 |
Statements
Bayesian analysis of equity-linked savings contracts with American-style options (English)
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5 September 2014
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American style derivative securities
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Bayesian analysis
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insurance related products
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Monte Carlo methods
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option pricing via simulation
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stochastic interest rates
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0.7628598809242249
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0.757632851600647
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0.7487530708312988
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0.7440732717514038
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0.743596613407135
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