The following pages link to Jonathan Ziveyi (Q278969):
Displaying 12 items.
- American option pricing under two stochastic volatility processes (Q278970) (← links)
- Valuation of guaranteed minimum maturity benefits in variable annuities with surrender options (Q343983) (← links)
- Optimal surrender of guaranteed minimum maturity benefits under stochastic volatility and interest rates (Q1742704) (← links)
- Valuation of guaranteed minimum maturity benefits under generalised regime-switching models using the Fourier cosine method (Q2155842) (← links)
- Pricing European options on deferred annuities (Q2442531) (← links)
- Pricing and hedging of guaranteed minimum benefits under regime-switching and stochastic mortality (Q2520456) (← links)
- Pricing American options written on two underlying assets (Q2879038) (← links)
- Representation of American Option Prices Under Heston Stochastic Volatility Dynamics Using Integral Transforms (Q3000886) (← links)
- A GROUP REGULARISATION APPROACH FOR CONSTRUCTING GENERALISED AGE-PERIOD-COHORT MORTALITY PROJECTION MODELS (Q5067891) (← links)
- FOURIER SPACE TIME-STEPPING ALGORITHM FOR VALUING GUARANTEED MINIMUM WITHDRAWAL BENEFITS IN VARIABLE ANNUITIES UNDER REGIME-SWITCHING AND STOCHASTIC MORTALITY (Q5745191) (← links)
- TARGET VOLATILITY STRATEGIES FOR GROUP SELF-ANNUITY PORTFOLIOS (Q5866180) (← links)
- Taxation and policyholder behavior: the case of guaranteed minimum accumulation benefits (Q6494328) (← links)
