Pricing Guaranteed Minimum Withdrawal Benefits under Stochastic Interest Rates
Year of publication: |
2009
|
---|---|
Authors: | Peng, Jingjiang |
Other Persons: | Leung, Kwai Sun (contributor) ; Kwok, Yue Kuen (contributor) |
Publisher: |
[2009]: [S.l.] : SSRN |
Subject: | Stochastischer Prozess | Stochastic process | Zins | Interest rate | Optionspreistheorie | Option pricing theory |
-
Asset pricing with non-geometric type of dividends
Yamazaki, Akira, (2015)
-
Pajor, Anna, (2016)
-
Pricing range accrual interest rate swap employing LIBOR market models with jump risks
Lin, Shih-kuei, (2017)
- More ...
-
Pricing guaranteed minimum withdrawal benefits under stochastic interest rates
Peng, Jingjiang, (2012)
-
Finite-time dividend-ruin models
Leung, Kwai Sun, (2008)
-
Employee stock option valuation with repricing features
Leung, Kwai Sun, (2008)
- More ...