FIRST PASSAGE TIME UNDER A REGIME-SWITCHING JUMP-DIFFUSION MODEL AND ITS APPLICATION IN THE VALUATION OF PARTICIPATING CONTRACTS
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Publication:5242416
DOI10.4134/BKMS.b181196zbMath1426.91214OpenAlexW3033707204MaRDI QIDQ5242416
Yinghui Dong, Wenxin Lv, Sang Wu
Publication date: 8 November 2019
Full work available at URL: http://koreascience.or.kr:80/article/JAKO201928463078741.pdf
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Cites Work
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