Vasicek model with mixed-exponential jumps and its applications in finance and insurance (Q1712117): Difference between revisions

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Vasicek model with mixed-exponential jumps and its applications in finance and insurance
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    Vasicek model with mixed-exponential jumps and its applications in finance and insurance (English)
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    21 January 2019
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    Vasicek model
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    mixed-exponential jumps
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    Laplace transform
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    default-free zero-coupon bond
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    European put option
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    aggregate accumulated claim
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