Obtaining the dividends-penalty identities by interpretation (Q661238)

From MaRDI portal
Revision as of 09:53, 30 January 2024 by Import240129110113 (talk | contribs) (Added link to MaRDI item.)
scientific article
Language Label Description Also known as
English
Obtaining the dividends-penalty identities by interpretation
scientific article

    Statements

    Obtaining the dividends-penalty identities by interpretation (English)
    0 references
    0 references
    0 references
    10 February 2012
    0 references
    0 references
    dividends
    0 references
    penalty identity
    0 references
    discounted penalty function
    0 references
    barrier strategy
    0 references
    two-sided jump model
    0 references