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.

PDF(163 KB)
中国科学院数学与系统科学研究院期刊网
PDF(163 KB)
应用数学学报(英文版) ›› 2015, Vol. 31 ›› Issue (1) : 101-110. DOI: 10.1007/s10255-012-0176-0
Original Articles

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

    {{javascript:window.custom_author_cn_index=0;}}
  • {{article.zuoZhe_CN}}
作者信息 +

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

    {{javascript:window.custom_author_en_index=0;}}
  • {{article.zuoZhe_EN}}
Author information +
文章历史 +

本文亮点

{{article.keyPoints_cn}}

HeighLight

{{article.keyPoints_en}}

摘要

{{article.zhaiyao_cn}}

Abstract

{{article.zhaiyao_en}}

关键词

Key words

本文二维码

引用本文

EndNote

Ris (Procite)

Bibtex

导出引用
{{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
中图分类号：

参考文献

原文顺序 | 文献年度倒序 | 文中引用次数倒序

参考文献

{{article.reference}}

基金

版权

{{article.copyrightStatement_cn}}
{{article.copyrightLicense_cn}}
PDF(163 KB)

Accesses

Citation

Detail
段落导航
相关文章

/

〈 〉