Valuing equity-linked guaranteed minimum death benefits with \textit{European}-style \textit{Asian} payoffs under a regime switching jump-diffusion model (Q6144094)
From MaRDI portal
scientific article; zbMATH DE number 7784262
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuing equity-linked guaranteed minimum death benefits with \textit{European}-style \textit{Asian} payoffs under a regime switching jump-diffusion model |
scientific article; zbMATH DE number 7784262 |
Statements
Valuing equity-linked guaranteed minimum death benefits with \textit{European}-style \textit{Asian} payoffs under a regime switching jump-diffusion model (English)
0 references
5 January 2024
0 references
regime-switching \textit{Lévy} model
0 references
complex \textit{Fourier} series method
0 references
\textit{European}-style \textit{Asian} option payoffs
0 references
GMDB
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
