A deposit insurance pricing with a multi-state regime-switching volatility (Q2114499)
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scientific article; zbMATH DE number 7489876
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A deposit insurance pricing with a multi-state regime-switching volatility |
scientific article; zbMATH DE number 7489876 |
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A deposit insurance pricing with a multi-state regime-switching volatility (English)
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15 March 2022
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deposit insurance
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Black-Scholes
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quasi-Monte Carlo
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geometric Brownian motion
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