Pricing equity-indexed annuities with path-dependent options. (Q1423350)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing equity-indexed annuities with path-dependent options. |
scientific article |
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Pricing equity-indexed annuities with path-dependent options. (English)
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14 February 2004
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Equity-indexed annuities
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Participation rate
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Indexing method
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Esscher
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transforms
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Option
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Pricing
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