The present value of a stochastic perpetuity and the gamma distribution (Q1381480): 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 03:08, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The present value of a stochastic perpetuity and the gamma distribution |
scientific article |
Statements
The present value of a stochastic perpetuity and the gamma distribution (English)
0 references
5 January 1999
0 references
gamma distribution
0 references
stochastic calculus
0 references
martingales
0 references
endowments
0 references
