A no arbitrage approach to Thiele's differential equation (Q5942778): Difference between revisions
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Revision as of 02:20, 24 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)
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9 September 2001
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markets prices of payment processes
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securitization
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Martingale measure
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unit-linked insurance
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