Pricing formulae for derivatives in insurance using Malliavin calculus (Q2296117)
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scientific article; zbMATH DE number 7168374
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Pricing formulae for derivatives in insurance using Malliavin calculus |
scientific article; zbMATH DE number 7168374 |
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Pricing formulae for derivatives in insurance using Malliavin calculus (English)
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17 February 2020
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Cox processes
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pricing formulae
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insurance derivatives
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Malliavin calculus
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0.87644535
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0.8583338
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0.85540015
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0.8550147
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0.85499686
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0.85481346
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0.8505788
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