Pricing dynamic fund protections for a hyperexponential jump diffusion process (Q4638697)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Pricing dynamic fund protections for a hyperexponential jump diffusion process |
scientific article; zbMATH DE number 6865481
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Pricing dynamic fund protections for a hyperexponential jump diffusion process |
scientific article; zbMATH DE number 6865481 |
Statements
Pricing dynamic fund protections for a hyperexponential jump diffusion process (English)
0 references
27 April 2018
0 references
dynamic fund protection
0 references
Gaver-Stehfest algorithm
0 references
hyperexponential distribution
0 references
0.8771358132362366
0 references
0.8495671153068542
0 references
0.8139251470565796
0 references
0.8060805797576904
0 references
