Valuation of Equity-Indexed Annuity under Jump Diffusion Process

Valuation of Equity-Indexed Annuity under Jump Diffusion Process

Qian Linyi, Zhu Liping, Yao Dingjun

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PDF(229 KB)

CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS ›› 2008, Vol. 24 ›› Issue (6) : 648-659.

Valuation of Equity-Indexed Annuity under Jump Diffusion Process

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