Stochastic DDM with regime-switching process (Q6559154)
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scientific article; zbMATH DE number 7868843
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Stochastic DDM with regime-switching process |
scientific article; zbMATH DE number 7868843 |
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Stochastic DDM with regime-switching process (English)
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21 June 2024
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stochastic DDM
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default risk
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option pricing
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life insurance
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locally risk-minimizing strategy
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ML estimators
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0.798664927482605
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0.7883171439170837
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0.7705905437469482
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0.7380763292312622
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0.7244800329208374
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