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Minimum return guarantees with funds switching rights : an optimal stopping problem
Mahayni, Antje; Schoenmakers, John - 2010
Persistent link: https://www.econbiz.de/10008656668
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Variable annuities and the option to seek risk : why should you diversify?
Mahayni, Antje; Schneider, Judith Christiane - 2010
Persistent link: https://www.econbiz.de/10008656675
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Variable annuities and the option to seek risk : why should you diversify?
Mahayni, Antje; Schneider, Judith Christiane - In: Journal of banking & finance 36 (2012) 9, pp. 2417-2428
Persistent link: https://www.econbiz.de/10009656192
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Minimum return guarantees with fund switching rights : an optimal stopping problem
Mahayni, Antje; Schoenmakers, John - In: Journal of economic dynamics & control 35 (2011) 11, pp. 1880-1897
Persistent link: https://www.econbiz.de/10009316471
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Minimum return guarantees, investment caps, and investment flexibility
Mahayni, Antje; Schneider, Judith Christiane - In: Review of derivatives research 19 (2016) 2, pp. 85-111
Persistent link: https://www.econbiz.de/10011927955