Vasicek model with mixed-exponential jumps and its applications in finance and insurance (Q1712117)
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scientific article; zbMATH DE number 7003960
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Vasicek model with mixed-exponential jumps and its applications in finance and insurance |
scientific article; zbMATH DE number 7003960 |
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Vasicek model with mixed-exponential jumps and its applications in finance and insurance (English)
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21 January 2019
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Vasicek model
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mixed-exponential jumps
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Laplace transform
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default-free zero-coupon bond
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European put option
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aggregate accumulated claim
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