Pages that link to "Item:Q5715904"

The following pages link to Pricing Lookback Options and Dynamic Guarantees (Q5715904):

Displaying 18 items.

• Valuation of large variable annuity portfolios: Monte Carlo simulation and synthetic datasets (Q140173) (← links)
• Valuing American floating strike lookback option and Neumann problem for inhomogeneous Black-Scholes equation (Q344266) (← links)
• Approximations for time-dependent distributions in Markovian fluid models (Q518871) (← links)
• Valuation of equity-indexed annuity under stochastic mortality and interest rate (Q661223) (← links)
• The pricing of dynamic fund protection with default risk (Q679581) (← links)
• Lookback option pricing for regime-switching jump diffusion models (Q888789) (← links)
• How sensitive is the pricing of lookback and interest rate guarantees when changing the modelling assumptions? (Q896747) (← links)
• Pricing dynamic fund protections with regime switching (Q896790) (← links)
• The price of a lookback option as the solution of a boundary-value problem for the heat equation (Q1037040) (← links)
• Pricing of equity indexed annuity under fractional Brownian motion model (Q1723974) (← links)
• Application of data clustering and machine learning in variable annuity valuation (Q2015648) (← links)
• Valuation of equity-indexed annuities under correlated jump-diffusion processes (Q2029647) (← links)
• Valuation of cliquet-style guarantees with death benefits (Q2083377) (← links)
• Risk-minimizing hedging strategy for an equity-indexed annuity under a regime switching model (Q2343569) (← links)
• Valuation of large variable annuity portfolios under nested simulation: a functional data approach (Q2347065) (← links)
• Valuing equity-linked death benefits and other contingent options: a discounted density approach (Q2444708) (← links)
• Pricing of Ratchet equity-indexed annuities under stochastic interest rates (Q2463567) (← links)
• Valuation of Equity-indexed Annuities with Stochastic Interest Rate and Jump Diffusion (Q2921838) (← links)