On the pricing of single premium variable annuities with periodic fees and periodic cost of insurance using option pricing techniques

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:International journal of financial markets and derivatives
1. Verfasser: Poufinas, Thomas (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2011
Schlagworte:
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Titel Jahr Verfasser
MCDM modelling of purchase determinants for portfolio products recommended by financial advisors 2018 Chiang, Yi-Hui
Improvements in forecasting of bank stock excess returns using the investor sentiment endurance index : a comparison with CAPM and Fama-French models 2018 He, Ling T.
The Asian financial crisis : market inefficiency and speculative bubbles 2018 Wuthisatian, Rattaphon
Dynamics of randomness and efficiency in the Indian stock markets 2018 Kumar, S. Sujeesh
Do simple traders' rules perform better than the GARCH model? : evidence from currency options in India 2018 Bhat, Aparna
An equilibrium pricing for OTC derivatives with non-cash collateralisation 2018 Takino, Kazuhiro
Closed-form solution for the critical stock price and the price of perpetual American call options via the improved Mellin transforms 2018 Fadugba, Sunday Emmanuel
Assessing the power of VaR : new empirical evidence 2018 Rusu, Andrei
Comparison of determinants in the different property sectors of Japanese REIT market under non-traditional monetary policy regimes 2018 Ito, Takayasu
The impact of monetary policy expectations on interbank interest rates in Malaysia 2017 Ito, Takayasu
Bond pricing under the generalised Black-Karasinski models 2017 Thakoor, Nawdha
CDS spreads in the aftermath of central clearing 2017 Kaya, Orcun
Intraday price discovery in Indian stock index futures market : new evidence from neural network approach 2017 Kumar, Saurabh
The impact of market participants' interaction on futures prices : comparing three US wheat futures markets 2017 Bosch, David
Information processing in freight and freight forward markets : an event study on OPEC announcements 2017 Lauenstein, Philipp
Correlation asymmetry and implication on hedging 2017 Trabelsi, Abdelwahed
A portfolio optimisation model for credit risky bonds with Markov model credit rating dynamics 2017 Singh, Arti
Stock market capitalisation and economic growth : empirical evidence from Africa 2016 Jalloh, Mohamed
Compound option pricing under stochastic volatility 2016 Leccadito, Arturo
A robust method to retrieve option implied risk neutral densities for defaultable assets 2016 Leduc, Guillaume
Alle Artikel auflisten