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

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
Added link to MaRDI item.
links / mardi / namelinks / mardi / name
 

Revision as of 06:20, 1 February 2024

scientific article
Language Label Description Also known as
English
Vasicek model with mixed-exponential jumps and its applications in finance and insurance
scientific article

    Statements

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

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references