Pricing Equity-indexed Annuities When Discrete Dividends Follow a Markov-Modulated Jump Diffusion Model (Q3462361)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing Equity-indexed Annuities When Discrete Dividends Follow a Markov-Modulated Jump Diffusion Model |
scientific article |
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Pricing Equity-indexed Annuities When Discrete Dividends Follow a Markov-Modulated Jump Diffusion Model (English)
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5 January 2016
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equity-indexed annuities
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hidden Markov chain
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discrete dividend payment
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jump diffusion
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0.9152966
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0.9076282
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0.8933111
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0.88253117
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0.8809989
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0.8702202
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0.86399156
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