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Adam W. Kolkiewicz · Study
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Author
Adam W. Kolkiewicz
3 works
· latest 2012
· 1 institutions
cluster: provisional
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Citations
96
Works here
3
02
03
12
Most cited in this library
Semi-Static Hedging for GMWB in Variable Annuities
2012 · 42 citations
Pricing and hedging more general double-barrier options
2002 · 29 citations
An improved simulation method for pricing high-dimensional American derivatives
2003 · 25 citations
Works
3 shown
Semi-Static Hedging for GMWB in Variable Annuities
North American Actuarial Journal
·
2012
·
1 author
42
citations
An improved simulation method for pricing high-dimensional American derivatives
Mathematics and Computers in Simulation
·
2003
·
3 authors
25
citations
Pricing and hedging more general double-barrier options
The Journal of Computational Finance
·
2002
·
1 author
29
citations