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Search: subject:"FST algorithm"
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Asset pricing
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China
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FST algorithm
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Forecasting model
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Fourier Space Time-stepping (FST) algorithm
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Guaranteed Minimum Benefits (GMB)
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Option pricing theory
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Risk
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Dong, Dairui
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Hua, Xia
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Ignatieva, Ekaterina
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Song, Andrew
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Insurance / Mathematics & economics
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Pacific-Basin finance journal
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The short-term predictability pockets in China
Dong, Dairui
;
Hua, Xia
;
Wang, Binxu
- In:
Pacific-Basin finance journal
91
(
2025
),
pp. 1-10
Persistent link: https://www.econbiz.de/10015405131
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Pricing and hedging of guaranteed minimum benefits under regime-switching and stochastic mortality
Ignatieva, Ekaterina
;
Song, Andrew
;
Ziveyi, Jonathan
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 286-300
Persistent link: https://www.econbiz.de/10011597296
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