A recursive scheme for perpetuities with random positive interest rates. Part I. Analytical results (Q4248557)

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scientific article; zbMATH DE number 1299992
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A recursive scheme for perpetuities with random positive interest rates. Part I. Analytical results
scientific article; zbMATH DE number 1299992

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    A recursive scheme for perpetuities with random positive interest rates. Part I. Analytical results (English)
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    6 October 1999
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    interest randomness
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    annuity certain
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    perpetuity
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    Wiener processes
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