Pages that link to "Item:Q2424940"

The following pages link to Valuing guaranteed equity-linked contracts by Laguerre series expansion (Q2424940):

Displayed 8 items.

• The strong convergence and stability of explicit approximations for nonlinear stochastic delay differential equations (Q2066233) ‎ (← links)
• Pricing some life-contingent lookback options under regime-switching Lévy models (Q2075983) ‎ (← links)
• Valuing equity-linked death benefits with a threshold expense structure under a regime-switching Lévy model (Q2097450) ‎ (← links)
• Equity-linked guaranteed minimum death benefits with dollar cost averaging (Q2234775) ‎ (← links)
• Pricing equity-linked death benefits by complex Fourier series expansion in a regime-switching jump diffusion model (Q2242652) ‎ (← links)
• Valuing equity-linked death benefits in general exponential Lévy models (Q2332688) ‎ (← links)
• First passage problems of refracted jump diffusion processes and their applications in valuing equity-linked death benefits (Q2673386) ‎ (← links)
• Finite Mixture Approximation of CARMA(p,q) Models (Q5013835) ‎ (← links)