Pricing Asian options and equity-indexed annuities with regime-switching by trinomial tree method

Fei Lung Yuen, Hailiang Yang

Research output: Contribution to journalArticlepeer-review

31 Citations (Scopus)

Fingerprint

Dive into the research topics of 'Pricing Asian options and equity-indexed annuities with regime-switching by trinomial tree method'. Together they form a unique fingerprint.

INIS

Economics, Econometrics and Finance

Mathematics