Dynamic fund protection for property markets
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Publication:5043476
DOI10.1080/10920277.2021.1948430zbMATH Open1500.91115OpenAlexW3195325109MaRDI QIDQ5043476FDOQ5043476
Authors:
Publication date: 6 October 2022
Published in: North American Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10920277.2021.1948430
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- Lookback options and dynamic fund protection under multiscale stochastic volatility
- Pricing Perpetual Options for Jump Processes
- Pricing Perpetual Fund Protection with Withdrawal Option
- From ruin theory to pricing reset guarantees and perpetual put options
- Pricing Dynamic Investment Fund Protection
- Dynamic Fund Protection
- Reset and withdrawal rights in dynamic fund protection
- Valuation of discrete dynamic fund protection under Lévy processes
- Pricing dynamic fund protections with regime switching
- Testing the Present Value Relation for Housing Prices: Should I Leave My House in San Francisco?
- Pricing dynamic fund protection under hidden Markov models
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