一个灵活的格子框架，用于评估支付离散股息的资产期权和嵌入GMWB附加条款的可变年金

{"title":"一个灵活的格子框架，用于评估支付离散股息的资产期权和嵌入GMWB附加条款的可变年金","authors":"Paolo De Angelis, Roberto De Marchis, A. L. Martire, E. Russo","doi":"10.1007/s10203-022-00371-0","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":43711,"journal":{"name":"Decisions in Economics and Finance","volume":"318 1","pages":"415 - 446"},"PeriodicalIF":1.4000,"publicationDate":"2022-05-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":"{\"title\":\"A flexible lattice framework for valuing options on assets paying discrete dividends and variable annuities embedding GMWB riders\",\"authors\":\"Paolo De Angelis, Roberto De Marchis, A. L. Martire, E. Russo\",\"doi\":\"10.1007/s10203-022-00371-0\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"\",\"PeriodicalId\":43711,\"journal\":{\"name\":\"Decisions in Economics and Finance\",\"volume\":\"318 1\",\"pages\":\"415 - 446\"},\"PeriodicalIF\":1.4000,\"publicationDate\":\"2022-05-27\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"1\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Decisions in Economics and Finance\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1007/s10203-022-00371-0\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"SOCIAL SCIENCES, MATHEMATICAL METHODS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Decisions in Economics and Finance","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1007/s10203-022-00371-0","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"SOCIAL SCIENCES, MATHEMATICAL METHODS","Score":null,"Total":0}