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An efficient Monte Carlo based approach for the simulation of future annuity values
Bacinello, Anna Rita; Millossovich, Pietro; Viviano, Fabio - 2021
Persistent link: https://www.econbiz.de/10012615282
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A mulistage stochastic programming approach for capital budgeting problems under uncertainty
Beraldi, Patrizia; Violi, Antonio; De Simone, Francesco; … - In: IMA journal of management mathematics 24 (2013) 1, pp. 89-110
Persistent link: https://www.econbiz.de/10009716279
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A forward shooting grid method for option pricing with stochastic volatility
Costabile, Massimo; Massabo, Ivar; Russo, Emilio - In: The journal of derivatives : the official publication … 20 (2012) 2, pp. 67-78
Persistent link: https://www.econbiz.de/10009718105
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Evaluating variable annuities with GMWB when exogenous factors influence the policy-holder's withdrawals
Costabile, Massimo; Massabo, Ivar; Russo, Emilio - In: The European journal of finance 26 (2020) 2/3, pp. 238-257
Persistent link: https://www.econbiz.de/10012207205