Valuation of contingent claims with stochastic interest rate and mortality driven by Lévy processes (Q5077430)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7528900
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Valuation of contingent claims with stochastic interest rate and mortality driven by Lévy processes |
scientific article; zbMATH DE number 7528900 |
Statements
Valuation of contingent claims with stochastic interest rate and mortality driven by Lévy processes (English)
0 references
18 May 2022
0 references
stochastic mortality
0 references
stochastic interest rate
0 references
Lévy process
0 references
0 references
0.897641658782959
0 references
0.8015739321708679
0 references
0.7958959341049194
0 references
0.7779648900032043
0 references
0.7748639583587646
0 references
