Valuing equity-indexed annuities with icicled barrier options (Q1657865): Difference between revisions

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Revision as of 18:34, 19 March 2024

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Valuing equity-indexed annuities with icicled barrier options
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    Valuing equity-indexed annuities with icicled barrier options (English)
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    14 August 2018
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    autocallable product
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    EIA
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    Esscher transform
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    icicled barrier option
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    reflection principle
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