Pages that link to "Item:Q3088977"

The following pages link to Pricing Asian Options and Equity-Indexed Annuities with Regime Switching by the Trinomial Tree Method (Q3088977):

Displayed 9 items.

• Optimal surrender strategies for equity-indexed annuity investors with partial information (Q449377) ‎ (← links)
• Mortality modelling with regime-switching for the valuation of a guaranteed annuity option (Q492634) ‎ (← links)
• A hidden Markov regime-switching model for option valuation (Q661263) ‎ (← links)
• Moving mesh methods for pricing Asian options with regime switching (Q908388) ‎ (← links)
• Convergence rates of trinomial tree methods for option pricing under regime-switching models (Q2343665) ‎ (← links)
• Pricing annuity guarantees under a double regime-switching model (Q2347059) ‎ (← links)
• Laplace transform methods for a free boundary problem of time-fractional partial differential equation system (Q2403902) ‎ (← links)
• A lattice method for option pricing with two underlying assets in the regime-switching model (Q2448349) ‎ (← links)
• Pricing Equity-indexed Annuities When Discrete Dividends Follow a Markov-Modulated Jump Diffusion Model (Q3462361) ‎ (← links)