Some extensions of optimal stopping with financial applications (Q5225052): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
Created claim: Wikidata QID (P12): Q128343323, #quickstatements; #temporary_batch_1724703925167
 
(2 intermediate revisions by 2 users not shown)
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.26493/1855-3974.1699.74e / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2915393391 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the (in-)dependence between financial and actuarial risks / rank
 
Normal rank
Property / cites work
 
Property / cites work: Hedging Equity-Linked Life Insurance Contracts / rank
 
Normal rank
Property / Wikidata QID
 
Property / Wikidata QID: Q128343323 / rank
 
Normal rank

Latest revision as of 22:44, 26 August 2024

scientific article; zbMATH DE number 7085344
Language Label Description Also known as
English
Some extensions of optimal stopping with financial applications
scientific article; zbMATH DE number 7085344

    Statements

    Some extensions of optimal stopping with financial applications (English)
    0 references
    0 references
    0 references
    25 July 2019
    0 references
    0 references
    optimal stopping for Markov chains
    0 references
    equity-linked life insurance with guarantees
    0 references
    0 references
    0 references