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

Robert J. Elliott, Chuin Ching Lieu, Tak Kuen Siu

Research output: Contribution to journalArticle

Abstract

Discussion on the article 'Pricing Asian options and equity-indexed annuities with regime-switching by trinomial tree method' by Fei Lung Yuen and Hailiang Yang. North American Actuarial Journal, 14(2), pp. 256-272.
Original languageEnglish
Pages (from-to)272-277
Number of pages6
JournalNorth American Actuarial Journal
Volume14
Issue number2
Publication statusPublished - 2010

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