Piecewise linear boundary crossing probabilities, barrier options, and variable annuities
Year of publication: |
2022
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Authors: | Lee, Hangsuck ; Ha, Hongjun ; Lee, Minha |
Published in: |
The journal of futures markets. - New York, NY : Wiley Interscience, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 42.2022, 12, p. 2248-2272
|
Subject: | barrier options | crossing probabilities for piecewise linear boundaries | early exercise | variable annuities | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Wahrscheinlichkeitsrechnung | Probability theory | Private Altersvorsorge | Private retirement provision |
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