Pricing bounds and bang-bang analysis of the Polaris variable annuities (Q5215446)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7165664
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| 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
0.7668429613113403
0 references
0.7524620890617371
0 references
0.7515705227851868
0 references
0.7444884181022644
0 references
