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141.
Alexander van Haastrecht Richard Plat Antoon Pelsser 《Insurance: Mathematics and Economics》2010,47(3):266-277
Guaranteed annuity options are options providing the right to convert a policyholder’s accumulated funds to a life annuity at a fixed rate when the policy matures. These options were a common feature in UK retirement savings contracts issued in the 1970’s and 1980’s when interest rates were high, but caused problems for insurers as the interest rates began to fall in the 1990’s. Currently, these options are frequently sold in the US and Japan as part of variable annuity products. The last decade the literature on pricing and risk management of these options evolved. Until now, for pricing these options generally a geometric Brownian motion for equity prices is assumed. However, given the long maturities of the insurance contracts a stochastic volatility model for equity prices would be more suitable. In this paper explicit expressions are derived for prices of guaranteed annuity options assuming stochastic volatility for equity prices and either a 1-factor or 2-factor Gaussian interest rate model. The results indicate that the impact of ignoring stochastic volatility can be significant. 相似文献
142.
Peter Hieber 《Journal of Computational and Applied Mathematics》2010,235(3):679-685
An efficient Monte Carlo simulation for the pricing of barrier options in a Markov-switching model is presented. Compared to a brute-force approach, relying on the simulation of discretized trajectories, the presented algorithm simulates the underlying stock price process only at state changes and at maturity. Given these pieces of information, option prices are evaluated using the probability of Brownian bridges not to fall below some threshold level. It is illustrated how two methods of variance reduction, control variates and antithetic variates, further improve the algorithm. In a small case study, the algorithm is applied to the pricing of options with the EuroStoxx 50 as underlying. 相似文献
143.
In this paper, a new SQP algorithm is presented to solve the general nonlinear programs with mixed equality and inequality constraints. Quoted from P. Spellucci (see [9]), this method maybe be named sequential equality constrained quadratic programming (SECQP) algorithm. Per single iteration, based on an active set strategy ( see [9]), this SECQP algorithm requires only to solve equality constrained quadratic programming subproblems or system of linear equations. The theoretical analysis shows that global and superlinear convergence can be induced under some suitable conditions. 相似文献
144.
研究电子商务网站竞争模型,分析其平衡点的稳定性,给出数值模拟图,建立一系列电子商务网站获胜的新策略. 相似文献
145.
In this paper, we study the dividend maximization problem with a non-constant discount rate in a diffusion risk model. We assume that the dividends can only be paid at a bounded rate and restrict ourselves to Markov strategies. This is a time inconsistent control problem. The equilibrium HJB-equation is given and the verification theorem is proven for a general discount function. Considering a mixture of exponential discount functions and a pseudo-exponential discount function, we get equilibrium dividend strategies and the corresponding equilibrium value functions by solving the equilibrium HJB-equations. 相似文献
146.
Greg Orosi 《商业与工业应用随机模型》2015,31(4):515-527
In this work, we suggest a novel quadratic programming‐based algorithm to generate an arbitrage‐free call option surface. The empirical performance of the proposed method is evaluated using S&P 500 Index call options. Our results indicate that the proposed method provides a more precise fit to observed option prices than other alternative methodologies. Copyright © 2014 John Wiley & Sons, Ltd. 相似文献
147.
In this paper we model concession contracts between a public and a private party, under dynamic uncertainty arising both from the volatility of the cash flow generated by the project and by the strategic behaviour of the two parties. Under these conditions we derive three notions of equilibrium price and apply the model to a case study for one of the most important concession contracts in Italy. 相似文献
148.
149.
Zhaowei Tian Shuying Zhai Zhifeng Weng 《Journal of Applied Analysis & Computation》2020,10(3):904-919
In this paper, three compact difference schemes for the time-fractional Black-Scholes model governing European option pricing are presented. Firstly, in order to obtain the fourth-order accuracy in space by applying the Pad\''{e} approximation, we eliminate the convection term of the B-S equation by an exponential transformation. Then the time fractional derivative is approximated by $L1$ formula, $L2 - 1_\sigma$ formula and $L1 - 2$ formula respectively, and three compact difference schemes with oders $O(\Delta t^{2-\alpha}+h ^4)$, $O(\Delta t^{2}+h ^4)$ and $O(\Delta t^{3-\alpha}+h ^4)$ are constructed. Finally, numerical example is carried out to verify the accuracy and effectiveness of proposed methods, and the comparisons of various schemes are given. The paper also provides numerical studies including the effect of fractional orders and the effect of different parameters on option price in time-fractional B-S model. 相似文献
150.