Free boundary and retirement benefits pricing in a jump-diffusion model (Q3383200)

From MaRDI portal
Revision as of 03:46, 21 December 2024 by Import241208061232 (talk | contribs) (Normalize DOI.)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Free boundary and retirement benefits pricing in a jump-diffusion model
scientific article

    Statements

    Free boundary and retirement benefits pricing in a jump-diffusion model (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    23 September 2021
    0 references
    free boundary
    0 references
    integro-differential variational inequality
    0 references
    retirement benefit
    0 references
    jump-diffusion process
    0 references
    optimal retirement strategy
    0 references

    Identifiers