Optimal stopping behavior of equity-linked investment products with regime switching (Q817296)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal stopping behavior of equity-linked investment products with regime switching |
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Optimal stopping behavior of equity-linked investment products with regime switching (English)
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8 March 2006
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equity-linked products
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Markov regime switching model
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optimal surrender time
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stochastic orders
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utility function
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