Optimal stopping behavior of equity-linked investment products with regime switching
| Year of publication: |
2005
|
|---|---|
| Authors: | Cheung, Ka Chun ; Yang, Hailiang |
| Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 37.2005, 3, p. 599-614
|
| Publisher: |
Elsevier |