Piecewise linear boundary crossing probabilities, barrier options, and variable annuities
Hangsuck Lee, Hongjun Ha, Minha Lee
| Year of publication: |
2022
|
|---|---|
| Authors: | Lee, Hangsuck ; Ha, Hongjun ; Lee, Minha |
| Subject: | barrier options | crossing probabilities for piecewise linear boundaries | early exercise | variable annuities | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Wahrscheinlichkeitsrechnung | Probability theory | Finanzmathematik | Mathematical finance | Private Altersvorsorge | Private retirement provision |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/fut.22369 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013465884