Pages that link to "Item:Q4648511"
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The following pages link to Quantile Hedging for Guaranteed Minimum Death Benefits with Regime Switching (Q4648511):
Displayed 3 items.
- Numerical solutions of quantile hedging for guaranteed minimum death benefits under a regime-switching jump-diffusion formulation (Q629561) (← links)
- Option pricing under regime-switching models: novel approaches removing path-dependence (Q2421406) (← links)
- LOCAL HEDGING OF VARIABLE ANNUITIES IN THE PRESENCE OF BASIS RISK (Q4562946) (← links)