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Valuation of variable annuity contracts with cliquet options in Asia markets.

Ming-Hua Hsieh
Published in: WSC (2008)
Keyphrases
  • spot market
  • double exponential
  • electronic commerce
  • north america
  • computer science
  • supply chain
  • south east
  • database
  • real time
  • data sets
  • web services
  • knowledge discovery and data mining
  • real option
  • option pricing