Minimum return guarantees with fund switching rights -- an optimal stopping problem
type: Item
instance of: scholarly article
title: Minimum return guarantees with fund switching rights -- an optimal stopping problem
zbMATH Open document ID: 1282.60045
author: Antje Mahayni
author: John Schoenmakers
publication date: 2012-01-13T00:00:00Z
Mathematics Subject Classification ID: 60G40
Mathematics Subject Classification ID: 60H30
Mathematics Subject Classification ID: 91G80
zbMATH DE Number: 5996948
MaRDI profile type: Publication
full work available at URL: j.jedc.2011.06.003
OpenAlex ID: W2164906541
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DOI: 10.1016/J.JEDC.2011.06.003
published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 5996948