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subject:"Option pricing theory"
~isPartOf:"Scandinavian actuarial journal"
~person:"Zhang, Zhimin"
~subject:"regime-switching Lévymodel"
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Option pricing theory
regime-switching Lévymodel
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Valuing variable annuities with path-dependent surrender guarantees under regime-switching Lévy models
Ai, Meiqiao
;
Zhang, Zhimin
;
Zhu, Dan
- In:
Scandinavian actuarial journal
2023
(
2023
)
4
,
pp. 330-358
Persistent link: https://www.econbiz.de/10014336388
Saved in:
2
Valuation of variable annuities with guaranteed minimummaturity benefits and periodic fees
Ai, Meiqiao
;
Wang, Yunyun
;
Zhang, Zhimin
;
Zhu, Dan
- In:
Scandinavian actuarial journal
2024
(
2024
)
3
,
pp. 252-278
Persistent link: https://www.econbiz.de/10014520482
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