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type_genre:"Arbeitspapier"
type_genre:"Series"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Economic modelling"
~person:"Chou, Chia-yu"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
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Discussion paper / Center for Economic Research, Tilburg University
Economic modelling
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A recursive formula for a participating contract embedding a surrender option under regime-switching model with jump risks : evidence from stock indices
Lin, Shih-kuei
;
Lin, Chien-hsiu
;
Chuang, Ming-che
; …
- In:
Economic modelling
38
(
2014
),
pp. 341-350
Persistent link: https://www.econbiz.de/10010419066
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