First passage problems of refracted jump diffusion processes and their applications in valuing equity-linked death benefits (Q2673386)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | First passage problems of refracted jump diffusion processes and their applications in valuing equity-linked death benefits |
scientific article |
Statements
First passage problems of refracted jump diffusion processes and their applications in valuing equity-linked death benefits (English)
0 references
9 June 2022
0 references
refracted jump diffusion processes
0 references
first passage time
0 references
Laplace transform
0 references
equity-linked death benefits
0 references
0 references
0 references
0 references
