Valuation of Equity Indexed Annuities Embedded Options under Stochastic Volatility Settings
碩士 === 東吳大學 === 商用數學系 === 95 === An equity indexed annuity （EIA） with a minimum rate of return guarantee (EIAMG) has become one of the most popular instruments in the life insurance industry. In this research, we deal with the EIAs embedded exotic options. However, as the stochastic volatility feat...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2007
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/53870638415286818476 |