Pages that link to "Item:Q3650964"
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The following pages link to Efficient option pricing on stocks paying discrete or path-dependent dividends with the stair tree (Q3650964):
Displaying 6 items.
- Pricing guaranteed minimum/lifetime withdrawal benefits with various provisions under investment, interest rate and mortality risks (Q495504) (← links)
- On the construction and complexity of the bivariate lattice with stochastic interest rate models (Q552270) (← links)
- A flexible lattice framework for valuing options on assets paying discrete dividends and variable annuities embedding GMWB riders (Q2145706) (← links)
- Evaluating corporate bonds with complicated liability structures and bond provisions (Q2254005) (← links)
- A flexible tree for evaluating guaranteed minimum withdrawal benefits under deferred life annuity contracts with various provisions (Q2442519) (← links)
- Pricing barrier stock options with discrete dividends by approximating analytical formulae (Q5245897) (← links)
