Pricing Equity-indexed Annuities When Discrete Dividends Follow a Markov-Modulated Jump Diffusion Model

E-ISSN： 1532-415X|44|11|2207-2221

ISSN： 0361-0926

Source： Communications in Statistics: Theory and Methods, Vol.44, Iss.11, 2015-06, pp. : 2207-2221

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