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“Valuation of equity-indexed annuities under stochastic interest rates” by X. S. Lin and K. S. Tan. (Discussion and reply by the authors). (English) Zbl 1085.60509

Concerns ibid. 7, No. 4, 72–91 (2003; Zbl 1084.60530).

MSC:

60H30 Applications of stochastic analysis (to PDEs, etc.)
60H10 Stochastic ordinary differential equations (aspects of stochastic analysis)

Citations:

Zbl 1084.60530
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