Valuation of variable annuity contracts with cliquet options in Asia markets
M Hsieh - 2008 Winter Simulation Conference, 2008 - ieeexplore.ieee.org
Variable annuities are very appealing to the investor. For example, in United States, sales
volume on variable annuities grew to a record 184 billion in calendar year 2006. However …
volume on variable annuities grew to a record 184 billion in calendar year 2006. However …
[CITATION][C] Stochastic Volatility Models Under Bachelier's Assumption
P Hjortsberg, C Borell - 2007 - Chalmers University of Technology