Dynamic Fund Protection (Q5718218)

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scientific article; zbMATH DE number 2246933

Language	Label	Description	Also known as
English	Dynamic Fund Protection	scientific article; zbMATH DE number 2246933

Statements

scholarly article

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Dynamic Fund Protection (English)

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Phelim P. Boyle

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North American Actuarial Journal

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publication date

13 January 2006

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1080/10920277.2001.10595996

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Volatility skews and extensions of the Libor market model

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Pricing and hedging long-term options

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Monte Carlo methods for security pricing

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Reserving for maturity guarantees: Two approaches

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Connecting discrete and continuous path-dependent options

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A finite element approach to the pricing of discrete lookbacks with stochastic volatility

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Pricing Dynamic Investment Fund Protection

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Pricing Perpetual Options for Jump Processes

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From ruin theory to pricing reset guarantees and perpetual put options

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Martingales and arbitrage in multiperiod securities markets

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Martingales and stochastic integrals in the theory of continuous trading

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Valuing Equity-Indexed Annuities

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Identifiers

zbMATH Open document ID

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10.1080/10920277.2001.10595996

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:5718218

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