Geometric stopping of a random walk and its applications to valuing equity-linked death benefits (Q495497)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Geometric stopping of a random walk and its applications to valuing equity-linked death benefits |
scientific article |
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Geometric stopping of a random walk and its applications to valuing equity-linked death benefits (English)
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14 September 2015
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equity-linked death benefits
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binomial and trinomial tree models
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random walk
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geometric stopping
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Esscher transform
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