Optimal stopping behavior of equity-linked investment products with regime switching (Q817296)
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scientific article; zbMATH DE number 5009871
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| English | Optimal stopping behavior of equity-linked investment products with regime switching |
scientific article; zbMATH DE number 5009871 |
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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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0.7910900712013245
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0.7717752456665039
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0.7531565427780151
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0.7440635561943054
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0.7405110597610474
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