Login / Signup

Monte Carlo methods for valuation of ratchet Equity Indexed Annuities.

Ming-Hua HsiehYu-fen Chiu
Published in: WSC (2007)
Keyphrases
  • monte carlo methods
  • monte carlo
  • bayesian networks
  • simulated annealing
  • stock market
  • real option
  • monte carlo method
  • neural network
  • machine learning
  • markov chain
  • incremental learning