Pricing a chained dynamic fund protection under Vasicek interest rate model with stochastic barrier (Q2287376)
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scientific article; zbMATH DE number 7153885
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| English | Pricing a chained dynamic fund protection under Vasicek interest rate model with stochastic barrier |
scientific article; zbMATH DE number 7153885 |
Statements
Pricing a chained dynamic fund protection under Vasicek interest rate model with stochastic barrier (English)
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20 January 2020
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chained dynamic fund protection
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reflection principle
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stochastic protection
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Vasicek interest rate
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zero-coupon bond
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0.8397102952003479
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0.8229494094848633
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0.8090158700942993
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