Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Surrender option"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Option pricing theory
2
Optionspreistheorie
2
Surrender option
2
Algorithm
1
Algorithmus
1
Binomial algorithm
1
Bivariate lattice
1
CAPM
1
Discrete dividends
1
Dividend
1
Dividende
1
Free-boundary problems
1
Guaranteed minimum withdrawal benefit
1
Minimum rate guarantee
1
Optimal stopping
1
Option trading
1
Optionsgeschäft
1
Participating policies
1
Solvency requirement
1
Stochastic process
1
Stochastischer Prozess
1
Stop-loss boundary
1
Too-good-to-persist boundary
1
Variable annuity
1
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Chiarolla, Maria B.
1
De Angelis, Paolo
1
De Angelis, Tiziano
1
De Marchis, Roberto
1
Martire, Antonio L.
1
Russo, Emilio
1
Stabile, Gabriele
1
more ...
less ...
Published in...
All
Decisions in economics and finance : a journal of applied mathematics
1
Finance and stochastics
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A flexible lattice framework for valuing options on assets paying discrete dividends and variable annuities embedding GMWB riders
De Angelis, Paolo
;
De Marchis, Roberto
;
Martire, Antonio L.
- In:
Decisions in economics and finance : a journal of …
45
(
2022
)
1
,
pp. 415-446
Persistent link: https://www.econbiz.de/10013380577
Saved in:
2
An analytical study of participating policies with minimum rate guarantee and
surrender
option
Chiarolla, Maria B.
;
De Angelis, Tiziano
;
Stabile, Gabriele
- In:
Finance and stochastics
26
(
2022
)
2
,
pp. 173-216
Persistent link: https://www.econbiz.de/10013197521
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
