A no arbitrage approach to Thiele's differential equation (Q5942778): Difference between revisions

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Latest revision as of 19:55, 3 June 2024

scientific article; zbMATH DE number 1643635
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English
A no arbitrage approach to Thiele's differential equation
scientific article; zbMATH DE number 1643635

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    A no arbitrage approach to Thiele's differential equation (English)
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    9 September 2001
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    markets prices of payment processes
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    securitization
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    Martingale measure
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    unit-linked insurance
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