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Monte Carlo methods for valuation of ratchet equity indexed annuities

https://doi.org/10.1109/wsc.2007.4419697

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Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1007/978-1-4419-8724-2openalex-snapshot

A Guide to Simulation

inferredcites →https://doi.org/10.1016/0022-0531(79)90043-7openalex-snapshot

Martingales and arbitrage in multiperiod securities markets

inferredcites →https://doi.org/10.1016/0304-4149(81)90026-0openalex-snapshot

Martingales and stochastic integrals in the theory of continuous trading

inferredcites →https://doi.org/10.1016/j.insmatheco.2003.09.006openalex-snapshot

Pricing equity-indexed annuities with path-dependent options

inferredcites →https://doi.org/10.1080/10920277.2000.10595945openalex-snapshot

Valuing Equity-Indexed Annuities

inferredcites →https://doi.org/10.1080/10920277.2003.10596076openalex-snapshot

Pricing Lookback Options and Dynamic Guarantees

inferredcites →https://doi.org/10.1080/10920277.2003.10596119openalex-snapshot

Valuation of Equity-Indexed Annuities Under Stochastic Interest Rates

inferredcites →https://doi.org/10.1086/260062openalex-snapshot

The Pricing of Options and Corporate Liabilities

inferredcites →https://doi.org/10.1145/1667072.1667074openalex-snapshot

Simulation modeling for analysis

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inferred← citeshttps://doi.org/10.2139/ssrn.2303718openalex-extracted

Structured Certificates of Deposit: Introduction and Valuation

inferred← citeshttps://doi.org/10.1109/wsc.2008.4736119openalex-snapshot

Valuation of variable annuity contracts with cliquet options in Asia markets

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