Valuing equity-indexed annuities with icicled barrier options (Q1657865): Difference between revisions
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Latest revision as of 01:27, 11 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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