PRICING OF CONTINGENT CLAIMS IN A TWO-DIMENSIONAL MODEL WITH RANDOM DIVIDENDS (Q3400130): Difference between revisions
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Revision as of 22:53, 22 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PRICING OF CONTINGENT CLAIMS IN A TWO-DIMENSIONAL MODEL WITH RANDOM DIVIDENDS |
scientific article |
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PRICING OF CONTINGENT CLAIMS IN A TWO-DIMENSIONAL MODEL WITH RANDOM DIVIDENDS (English)
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5 February 2010
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structural approach
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random dividend rates
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Brownian motion
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first passage time
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running minimum process
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strong Markov property
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European contingent claims
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full and partial information
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