A Recursive Scheme for Perpetuities with Random Positive Interest Rates. II: The Impenetrable Wall (Q4258728): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1080/03461230050131849 / rank
 
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Latest revision as of 22:35, 28 May 2024

scientific article; zbMATH DE number 1336593
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English
A Recursive Scheme for Perpetuities with Random Positive Interest Rates. II: The Impenetrable Wall
scientific article; zbMATH DE number 1336593

    Statements

    A Recursive Scheme for Perpetuities with Random Positive Interest Rates. II: The Impenetrable Wall (English)
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    14 September 1999
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    stochastic interest rates
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    annuity
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    perpetuity
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    Wiener processes
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    impenetrable wall
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    Feynman-Kac transforms
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    Laplace transforms
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