An actuarial approach to reload option valuation for a non-tradable risk assets under jump-diffusion process and stochastic interest rate
DOI10.1007/S10255-018-0759-5zbMATH Open1397.91577OpenAlexW2885468262WikidataQ129382858 ScholiaQ129382858MaRDI QIDQ1782016FDOQ1782016
Publication date: 18 September 2018
Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10255-018-0759-5
Derivative securities (option pricing, hedging, etc.) (91G20) Interest rates, asset pricing, etc. (stochastic models) (91G30)
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