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~isPartOf:"Decisions in economics and finance : a journal of applied mathematics"
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Decisions in economics and finance : a journal of applied mathematics
The journal of derivatives : the official publication of the International Association of Financial Engineers
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Surrender and path-dependent guarantees in variable annuities : integral equation solutions and benchmark methods
Martire, Antonio L.
;
Russo, Emilio
;
Staino, Alessandro
- In:
Decisions in economics and finance : a journal of …
46
(
2023
)
1
,
pp. 177-220
Persistent link: https://www.econbiz.de/10014321412
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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
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