Risk-minimizing Hedging Strategy for an Equity-indexed Annuity under a Regime Switching Model

Lin-yi QIAN, Wei WANG, Rong-ming WANG

应用数学学报(英文版) ›› 2015, Vol. 31 ›› Issue (1) : 101-110.

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应用数学学报(英文版) ›› 2015, Vol. 31 ›› Issue (1) : 101-110. DOI: 10.1007/s10255-012-0176-0
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Risk-minimizing Hedging Strategy for an Equity-indexed Annuity under a Regime Switching Model

    Lin-yi QIAN1, Wei WANG2, Rong-ming WANG1
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Risk-minimizing Hedging Strategy for an Equity-indexed Annuity under a Regime Switching Model

    Lin-yi QIAN1, Wei WANG2, Rong-ming WANG1
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{{article.zuoZheCn_L}}. {{article.title_cn}}. {{journal.qiKanMingCheng_CN}}, 2015, 31(1): 101-110 https://doi.org/10.1007/s10255-012-0176-0
{{article.zuoZheEn_L}}. {{article.title_en}}. {{journal.qiKanMingCheng_EN}}, 2015, 31(1): 101-110 https://doi.org/10.1007/s10255-012-0176-0
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