Optimal stopping behavior of equity-linked investment products with regime switching (Q817296)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Optimal stopping behavior of equity-linked investment products with regime switching |
scientific article; zbMATH DE number 5009871
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal stopping behavior of equity-linked investment products with regime switching |
scientific article; zbMATH DE number 5009871 |
Statements
Optimal stopping behavior of equity-linked investment products with regime switching (English)
0 references
8 March 2006
0 references
equity-linked products
0 references
Markov regime switching model
0 references
optimal surrender time
0 references
stochastic orders
0 references
utility function
0 references
0 references
