Hedging costs for variable annuities under regime-switching (bibtex)
by P. Azimzadeh, P. A. Forsyth, K. R. Vetzal
Bibtex Entry:
@incollection {g_MR3330025,
  KEYWORDS = {publications},
    AUTHOR = {Azimzadeh, P. and Forsyth, P. A. and Vetzal, K. R.},
     TITLE = {Hedging costs for variable annuities under regime-switching},
 BOOKTITLE = {Hidden {M}arkov models in finance},
    SERIES = {Internat. Ser. Oper. Res. Management Sci.},
    VOLUME = {209},
     PAGES = {133--166},
 PUBLISHER = {Springer, New York},
      YEAR = {2014},
   MRCLASS = {91B30 (60K99)},
  MRNUMBER = {3330025},
MRREVIEWER = {Angelos Dassios},
       DOI = {10.1007/978-1-4899-7442-6_6},
       URL = {http://dx.doi.org/10.1007/978-1-4899-7442-6_6}
}
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