Minimum return guarantees with fund switching rights—An optimal stopping problem
Author:
Publisher
Elsevier BV
Subject
Applied Mathematics,Control and Optimization,Economics and Econometrics
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1. Minimum return guarantees, investment caps, and investment flexibility;Review of Derivatives Research;2015-11-07
2. Approaches to multistage one-shot decision making;European Journal of Operational Research;2014-07
3. Cross-hedging minimum return guarantees: Basis and liquidity risks;Journal of Economic Dynamics and Control;2014-04
4. Variable annuities and the option to seek risk: Why should you diversify?;Journal of Banking & Finance;2012-09
5. Structured Life Insurance Products: A Survey;SSRN Electronic Journal;2012
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