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~isPartOf:"Insurance / Mathematics & economics"
~person:"Cui, Zhenyu"
~subject:"American options"
~subject:"Markov-Kette"
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Equity-linked annuity pricing with cliquet-style guarantees in regime-switching and stochastic volatility models with jumps
Cui, Zhenyu
;
Kirkby, J. Lars
;
Nguyen, Duy
- In:
Insurance / Mathematics & economics
74
(
2017
),
pp. 46-62
Persistent link: https://www.econbiz.de/10011712358
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