Pricing Asian options and equity-indexed annuities with regime switching by the trinomial tree method (Q3088977)
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scientific article; zbMATH DE number 5941827
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| English | Pricing Asian options and equity-indexed annuities with regime switching by the trinomial tree method |
scientific article; zbMATH DE number 5941827 |
Statements
Pricing Asian Options and Equity-Indexed Annuities with Regime Switching by the Trinomial Tree Method (English)
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23 August 2011
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0.7564898729324341
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0.7451964616775513
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0.744670033454895
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0.7416195273399353
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