DE ANGELIS, PAOLO
DE ANGELIS, PAOLO
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A flexible lattice framework for valuing options on assets paying discrete dividends and variable annuities embedding GMWB riders
2022-01-01 DE ANGELIS, Paolo; De Marchis, Roberto; Martire, Antonio L.; Russo, Emilio
A flexible lattice framework for valuing options on assets paying discrete dividends and variable annuities embedding GMWB riders
2021-01-01 Russo, Emilio; DE ANGELIS, Paolo; De Marchis, Roberto; Martire Antonio, Luciano
Titolo | Data di pubblicazione | Autore(i) | File |
---|---|---|---|
A flexible lattice framework for valuing options on assets paying discrete dividends and variable annuities embedding GMWB riders | 1-gen-2022 | DE ANGELIS, Paolo; De Marchis, Roberto; Martire, Antonio L.; Russo, Emilio | |
A flexible lattice framework for valuing options on assets paying discrete dividends and variable annuities embedding GMWB riders | 1-gen-2021 | Russo, Emilio; DE ANGELIS, Paolo; De Marchis, Roberto; Martire Antonio, Luciano |