A recursive formula for a participating contract embedding a surrender option under regime-switching model with jump risks evidence from stock indices

Gespeichert in:

Bibliographische Detailangaben
Veröffentlicht in:	Economic modelling
Weitere Verfasser:	Lin, Shih-kuei (BerichterstatterIn), Lin, Chien-hsiu (BerichterstatterIn), Chuang, Ming-che (BerichterstatterIn), Chou, Chia-yu (BerichterstatterIn)
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	2014
Schlagworte:	Participating contract > Recursive formula > Regime-switching model > Regime-switching model with jump risks > Volatility clustering > Aufsatz in Zeitschrift
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!

Titel	Jahr	Band
Special Issue on Recent developments in decision-making, monetary policy and financial markets	2016	volume 52, part A (January 2016)
Special issue: Current challenges on macroeconomic analysis and international finance modeling	2015	volume 48, August 2015
Special issue: Recent developments in computational economics and finance : 2nd ISECF Conference (Tunis, 2012)	2013	34.2013
Special issue: Frontiers in spatial econometrics modelling	2012	29.2012,1
Special issue on health economics	2010	27.2010,4
Special issue: P.A.V.B Swamy	2010	27.2010,6
Special issue: Ten years of European Monetary Union	2009	26.2009,4
Special issue: 9th Annual Conference on Econometric Modelling for Africa/ guest eds.: Johannes Fedderke ...	2006	23.2006,5
Special issue: Taipei International Conference on Modelling Monetary and Financial sectors	2005	22.2005,2
Special issue: 7th Conference on Econometric Modelling for Africa/ guest eds.: Stephen G. Hall ...	2004	21.2004,4
Special issue: EMU macroeconomic model comparison excercise for the Euroconference : [agenda for a conference held at ZEI, University of Bonn] ; 7 - 8 June 2002	2004	21.2004,5
Special issue dedicated to S. G. B. Henry	2003	20.2003,2
Inflation and unemployment in economies in transition : special issue	2000	17.2000,3