Valuing equity-indexed annuities with icicled barrier options (Q1657865)

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Valuing equity-indexed annuities with icicled barrier options
scientific article

    Statements

    title
    Valuing equity-indexed annuities with icicled barrier options (English)
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    author
    Hangsuck Lee
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    Bangwon Ko
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    publication date
    14 August 2018
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    zbMATH Keywords
    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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    Identifiers

    zbMATH DE Number
    6917424
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    OpenAlex ID
    W2800176514
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