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Pricing Asian Options and Equity-Indexed Annuities with Regime-switching by Trinomial Tree Method

Author(s) : Yuen, FL , Yang, H
Description :
Language(s) : English
Subject(s) :
Publisher(s) : Society of Actuaries. The Journal's web site is located at http://www.soa.org/ccm/content/?categoryID=767033
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Publication Date(s) : 2010-10-31