An actuarial approach to reload option valuation for a non-tradable risk assets under jump-diffusion process and stochastic interest rate (Q1782016)
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scientific article; zbMATH DE number 6938639
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| English | An actuarial approach to reload option valuation for a non-tradable risk assets under jump-diffusion process and stochastic interest rate |
scientific article; zbMATH DE number 6938639 |
Statements
An actuarial approach to reload option valuation for a non-tradable risk assets under jump-diffusion process and stochastic interest rate (English)
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18 September 2018
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non-tradable assets
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reload option
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actuarial approach
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jump-diffusion processes
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stochastic interest rate
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0.7241233587265015
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0.7136391401290894
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0.7115746140480042
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