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~person:"Kouritzin, Michael A."
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VIX-linked fees for GMWBs via explicit solution simulation methods
Kouritzin, Michael A.
;
MacKay, Anne
- In:
Insurance / Mathematics & economics
81
(
2018
),
pp. 1-17
Persistent link: https://www.econbiz.de/10011904577
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Explicit Heston solutions and stochastic approximation for path-dependent option pricing
Kouritzin, Michael A.
- In:
International journal of theoretical and applied finance
21
(
2018
)
1
,
pp. 1-45
Persistent link: https://www.econbiz.de/10011846484
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