Valuing equity-indexed annuities with icicled barrier options (Q1657865)
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scientific article; zbMATH DE number 6917424
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuing equity-indexed annuities with icicled barrier options |
scientific article; zbMATH DE number 6917424 |
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Valuing equity-indexed annuities with icicled barrier options (English)
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14 August 2018
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autocallable product
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EIA
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Esscher transform
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icicled barrier option
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reflection principle
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0.89510417
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0.8719446
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0.8689964
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0.8619559
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0.85527956
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0.8545929
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0.8531183
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