Convex upper and lower bounds for present value functions (Q2739981)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Convex upper and lower bounds for present value functions |
scientific article |
Statements
Convex upper and lower bounds for present value functions (English)
0 references
16 September 2001
0 references
discount process
0 references
present value
0 references
comonotonicity
0 references
convex order
0 references
Vasicek model
0 references