Pricing formulae for derivatives in insurance using Malliavin calculus (Q2296117)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing formulae for derivatives in insurance using Malliavin calculus |
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Pricing formulae for derivatives in insurance using Malliavin calculus (English)
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17 February 2020
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Cox processes
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pricing formulae
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insurance derivatives
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Malliavin calculus
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