13 citations · 14 across the 5 of their papers we have counts for
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q-fin.PR2019★ 1 cited
Assessing Guaranteed Minimum Income Benefits and Rationality of Exercising Reset Options in Variable
Riley Jones, Adriana Ocejo
A variable annuity is an equity-linked financial product typically offered by insurance companies. The policyholder makes an upfront payment to the insurance company and, in return…
q-fin.PR2015
Asian option as a fixed-point
Adriana Ocejo
We characterize the price of an Asian option, a financial contract, as a fixed-point of a non-linear operator. In recent years, there has been interest in incorporating changes of…