“Pricing Asian options and equity-indexed annuities with regime-switching by the trinomial tree method”, Fei Lung Yuen and Hailiang Yang, April, 2010

Robert J. Elliott; Robert J. Elliott; Chuin Ching Liew; Tak Kuen Siu

doi:10.1080/10920277.2010.10597589

“Pricing Asian options and equity-indexed annuities with regime-switching by the trinomial tree method”, Fei Lung Yuen and Hailiang Yang, April, 2010

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

Department of Actuarial Studies and Business Analytics

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	272-277
Number of pages	6
Journal	North American Actuarial Journal
Volume	14
Issue number	2
DOIs	https://doi.org/10.1080/10920277.2010.10597589
Publication status	Published - 1 Apr 2010

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10.1080/10920277.2010.10597589

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“Pricing Asian options and equity-indexed annuities with regime-switching by the trinomial tree method”, Fei Lung Yuen and Hailiang Yang, April, 2010

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