中国科学院数学与系统科学研究院期刊网
Risk-minimizing Hedging Strategy for an Equity-indexed Annuity under a Regime Switching Model
Lin-yi QIAN, Wei WANG, Rong-ming WANG
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, (1): 101 -110 .  DOI: 10.1007/s10255-012-0176-0