Semi-Markov Risk Models for Finance, Insurance and Reliability (Q3445957)
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scientific article; zbMATH DE number 5162641
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| English | Semi-Markov Risk Models for Finance, Insurance and Reliability |
scientific article; zbMATH DE number 5162641 |
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Semi-Markov Risk Models for Finance, Insurance and Reliability (English)
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8 June 2007
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semi-Markov processes
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risk management
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Cox-Ross-Rubinstein model
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Black-Scholes formula
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0.8631855845451355
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0.8340141773223877
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0.8025916218757629
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