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A Monte Carlo algorithm for the extrema of tempered stable processes
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- Journal:
- Advances in Applied Probability / Volume 55 / Issue 4 / December 2023
- Published online by Cambridge University Press:
- 30 June 2023, pp. 1362-1389
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- December 2023
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CALCULATING VARIABLE ANNUITY LIABILITY “GREEKS” USING MONTE CARLO SIMULATION
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 45 / Issue 2 / May 2015
- Published online by Cambridge University Press:
- 05 January 2015, pp. 239-266
- Print publication:
- May 2015
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