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~isPartOf:"Quantitative finance"
~person:"Gudkov, Nikolay"
~subject:"Konferenz"
~subject:"Volatilität"
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Gudkov, Nikolay
Escobar, Marcos
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Application of power series approximation techniques to valuation of European style options
Gudkov, Nikolay
;
Ziveyi, Jonathan
- In:
Quantitative finance
21
(
2021
)
4
,
pp. 609-635
Persistent link: https://www.econbiz.de/10012483842
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Pricing of guaranteed minimum withdrawal benefits in variable annuities under stochastic volatility, stochastic interest rates and stochastic mortality via the componentwise splitt...
Gudkov, Nikolay
;
Ignatieva, Ekaterina
;
Ziveyi, Jonathan
- In:
Quantitative finance
19
(
2019
)
3
,
pp. 501-518
Persistent link: https://www.econbiz.de/10012194671
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