Pricing dynamic fund protection under a regime-switching jump-diffusion model with stochastic protection level (Q2244233)
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scientific article; zbMATH DE number 7425075
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| English | Pricing dynamic fund protection under a regime-switching jump-diffusion model with stochastic protection level |
scientific article; zbMATH DE number 7425075 |
Statements
Pricing dynamic fund protection under a regime-switching jump-diffusion model with stochastic protection level (English)
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12 November 2021
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dynamic fund protection
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regime-switching
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hyper-exponential jump-diffusion process
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Laplace transform
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0.9315145
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0.9303294
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0.9272963
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0.91345155
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0.8780312
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0.87794083
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