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Equity-linked annuity pricing with cliquet-style guarantees in regime-switching and stochastic volatility models with jumps

Volatility ModelingOption PricingFinancial EconomicsMultivariate Stochastic VolatilityAsset PricingEconomicsComputational FinanceDerivative PricingBusinessStochastic Volatility ModelsEquity-linked Annuity PricingFinanceCliquet-style GuaranteesFinancial Mathematics