Valuation of Equity-indexed Annuities with Stochastic Interest Rate and Jump Diffusion (Q2921838)
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scientific article; zbMATH DE number 6355067
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuation of Equity-indexed Annuities with Stochastic Interest Rate and Jump Diffusion |
scientific article; zbMATH DE number 6355067 |
Statements
Valuation of Equity-indexed Annuities with Stochastic Interest Rate and Jump Diffusion (English)
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14 October 2014
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compound Poisson process
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stochastic interest rate
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equity-indexed annuity
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