A Copula Approach for Pricing Bivariate Options with Equity-Indexed Annuities under GARCH Process
碩士 === 國立中央大學 === 財務金融研究所 === 98 === Equity Indexed Annuities (EIAs) are viewed as one of the most innovative products in the insurance market. With the rapid development of product design, how to evaluate these complex EIAs has becomes a very important topic. In this paper, we analyze the pricing f...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/47425988258527603121 |