Pricing dynamic guaranteed funds under the hyper-exponential jump-diffusion model (Q2824453)
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scientific article; zbMATH DE number 6635042
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing dynamic guaranteed funds under the hyper-exponential jump-diffusion model |
scientific article; zbMATH DE number 6635042 |
Statements
6 October 2016
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dynamic guaranteed funds
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hyper-exponential jump-diffusion model
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Laplace transform
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0.9295405
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0.87794083
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0.8554641
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0.8536453
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0.84544593
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Pricing dynamic guaranteed funds under the hyper-exponential jump-diffusion model (English)
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