Pricing bounds and bang-bang analysis of the Polaris variable annuities (Q5215446)
From MaRDI portal
scientific article; zbMATH DE number 7165664
Language | Label | Description | Also known as |
---|---|---|---|
English | Pricing bounds and bang-bang analysis of the Polaris variable annuities |
scientific article; zbMATH DE number 7165664 |
Statements
Pricing bounds and bang-bang analysis of the Polaris variable annuities (English)
0 references
10 February 2020
0 references
variable annuities
0 references
bang-bang solution
0 references
least squares Monte Carlo
0 references
sieve estimation
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references