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Publications by Virginia R. Young

Indifference Pricing of Pure Endowments and Life Annuities Under Stochastic Hazard and Interest Rates

Insurance: Mathematics and Economics

English

The Real Option to Delay Annuitization: It's Not Now-Or-Never

SSRN Electronic Journal

English

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Pricing American Options Under Stochastic Volatility and Stochastic Interest Rates

Journal of Financial Economics

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Interest Rates and Investment Under Competitive Screening and Moral Hazard

SSRN Electronic Journal

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Production and Indifference Pricing of Transuranium Isotopes

English

Bounds for Present Value Functions With Stochastic Interest Rates and Stochastic Volatility

Insurance: Mathematics and Economics

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Regime-Switching Stochastic Volatility and Short-Term Interest Rates

SSRN Electronic Journal

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Pricing Interest Rate Caps and Floors Under the Pearson-Sun Interest Rate Model

Applied Mathematical Sciences

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Real Option Problems With Stochastic Interest Rates

INFRASTRUCTURE PLANNING REVIEW

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Actuarial Pricing Models of Reverse Mortgage With the Stochastic Interest Rate

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Pricing Jump Risk With Utility Indifference

SSRN Electronic Journal

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