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Kolkiewicz, Adam W.

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Author ID: kolkiewicz.adam-w Recent zbMATH articles by "Kolkiewicz, Adam W."
Published as: Kolkiewicz, Adam W.; Kolkiewicz, Adam

Publications by Year

Citations contained in zbMATH Open

8 Publications have been cited 41 times in 35 Documents Cited by Year
Semi-static hedging for GMWB in variable annuities. Zbl 1291.91205
Kolkiewicz, Adam; Liu, Yan
14
2012
Valuation of the reset options embedded in some equity-linked insurance products. Zbl 1083.91511
Boyle, Phelim P.; Kolkiewicz, Adam W.; Tan, Ken Seng
11
2001
Pricing surrender risk in Ratchet equity-index annuities under regime-switching Lévy processes. Zbl 1414.91414
Kolkiewicz, Adam W.; Lin, Fangyuan Sally
4
2017
An improved simulation method for pricing high-dimensional American derivatives. Zbl 1036.91020
Boyle, Phelim P.; Kolkiewicz, Adam W.; Tan, Ken Seng
4
2003
Pricing Bermudan options using low-discrepancy mesh methods. Zbl 1281.91181
Boyle, Phelim P.; Kolkiewicz, Adam W.; Tan, Ken Seng
4
2013
Pricing American derivatives using simulation: A biased low approach. Zbl 1008.91059
Boyle, Phelim P.; Kolkiewicz, Adam W.; Tan, Ken Seng
2
2002
Efficient Monte Carlo for diffusion processes using Ornstein-Uhlenbeck bridges. Zbl 1407.65012
Kolkiewicz, Adam W.
1
2018
On suboptimality of delta hedging for Asian options. Zbl 1315.91064
Kolkiewicz, Adam W.
1
2015
Efficient Monte Carlo for diffusion processes using Ornstein-Uhlenbeck bridges. Zbl 1407.65012
Kolkiewicz, Adam W.
1
2018
Pricing surrender risk in Ratchet equity-index annuities under regime-switching Lévy processes. Zbl 1414.91414
Kolkiewicz, Adam W.; Lin, Fangyuan Sally
4
2017
On suboptimality of delta hedging for Asian options. Zbl 1315.91064
Kolkiewicz, Adam W.
1
2015
Pricing Bermudan options using low-discrepancy mesh methods. Zbl 1281.91181
Boyle, Phelim P.; Kolkiewicz, Adam W.; Tan, Ken Seng
4
2013
Semi-static hedging for GMWB in variable annuities. Zbl 1291.91205
Kolkiewicz, Adam; Liu, Yan
14
2012
An improved simulation method for pricing high-dimensional American derivatives. Zbl 1036.91020
Boyle, Phelim P.; Kolkiewicz, Adam W.; Tan, Ken Seng
4
2003
Pricing American derivatives using simulation: A biased low approach. Zbl 1008.91059
Boyle, Phelim P.; Kolkiewicz, Adam W.; Tan, Ken Seng
2
2002
Valuation of the reset options embedded in some equity-linked insurance products. Zbl 1083.91511
Boyle, Phelim P.; Kolkiewicz, Adam W.; Tan, Ken Seng
11
2001

Citations by Year