Pricing and hedging equity-indexed annuities via local risk-minimization (Q5078428)
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scientific article; zbMATH DE number 7530892
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing and hedging equity-indexed annuities via local risk-minimization |
scientific article; zbMATH DE number 7530892 |
Statements
Pricing and hedging equity-indexed annuities via local risk-minimization (English)
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23 May 2022
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equity-indexed annuity
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jump diffusion process
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locally risk-minimizing strategy
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minimal martingale measure
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regime-switching
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