A Recursive Scheme for Perpetuities with Random Positive Interest Rates. II: The Impenetrable Wall (Q4258728): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 18:00, 6 February 2024
scientific article; zbMATH DE number 1336593
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Recursive Scheme for Perpetuities with Random Positive Interest Rates. II: The Impenetrable Wall |
scientific article; zbMATH DE number 1336593 |
Statements
A Recursive Scheme for Perpetuities with Random Positive Interest Rates. II: The Impenetrable Wall (English)
0 references
14 September 1999
0 references
stochastic interest rates
0 references
annuity
0 references
perpetuity
0 references
Wiener processes
0 references
impenetrable wall
0 references
Feynman-Kac transforms
0 references
Laplace transforms
0 references
