Optimal stopping behavior of equity-linked investment products with regime switching
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Bibliographic InfoArticle provided by Elsevier in its journal Insurance: Mathematics and Economics.
Volume (Year): 37 (2005)
Issue (Month): 3 (December)
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Web page: http://www.elsevier.com/locate/inca/505554
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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- Zhang, Hongzhong & Leung, Tim & Hadjiliadis, Olympia, 2013.
"Stochastic modeling and fair valuation of drawdown insurance,"
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- Hongzhong Zhang & Tim Leung & Olympia Hadjiliadis, 2013. "Stochastic Modeling and Fair Valuation of Drawdown Insurance," Papers, arXiv.org 1310.3860, arXiv.org.
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