Moment-matching approximations for stochastic sums in non-Gaussian Ornstein-Uhlenbeck models (Q2657004)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Moment-matching approximations for stochastic sums in non-Gaussian Ornstein-Uhlenbeck models |
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Moment-matching approximations for stochastic sums in non-Gaussian Ornstein-Uhlenbeck models (English)
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17 March 2021
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mean reversion
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non-Gaussian processes
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moment-matching
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Asian option valuation
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stochastic annuities
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