A no arbitrage approach to Thiele's differential equation (Q5942778): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 23:44, 4 March 2024
scientific article; zbMATH DE number 1643635
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A no arbitrage approach to Thiele's differential equation |
scientific article; zbMATH DE number 1643635 |
Statements
A no arbitrage approach to Thiele's differential equation (English)
0 references
9 September 2001
0 references
markets prices of payment processes
0 references
securitization
0 references
Martingale measure
0 references
unit-linked insurance
0 references
