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

From MaRDI portal
scientific article
Language Label Description Also known as
English
Valuing equity-indexed annuities with icicled barrier options
scientific article

    Statements

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