First passage problems of refracted jump diffusion processes and their applications in valuing equity-linked death benefits (Q2673386)
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scientific article; zbMATH DE number 7538985
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| English | First passage problems of refracted jump diffusion processes and their applications in valuing equity-linked death benefits |
scientific article; zbMATH DE number 7538985 |
Statements
First passage problems of refracted jump diffusion processes and their applications in valuing equity-linked death benefits (English)
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9 June 2022
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refracted jump diffusion processes
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first passage time
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Laplace transform
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equity-linked death benefits
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0.8114975094795227
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0.8076857328414917
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0.7691211104393005
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0.7503537535667419
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