Pubblicazioni

Surrender and path-dependent guarantees in variable annuities: integral equation solutions and benchmark methods

2023 - DECISIONS IN ECONOMICS AND FINANCE
Martire, ANTONIO LUCIANO; Russo, Emilio; Staino, Alessandro

A flexible lattice framework for valuing options on assets paying discrete dividends and variable annuities embedding GMWB riders

2022 - DECISIONS IN ECONOMICS AND FINANCE
De Angelis, Paolo; De Marchis, Roberto; Martire, Antonio L.; Russo, Emilio

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