A Recursive Scheme for Perpetuities with Random Positive Interest Rates. II: The Impenetrable Wall (Q4258728)
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scientific article; zbMATH DE number 1336593
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Recursive Scheme for Perpetuities with Random Positive Interest Rates. II: The Impenetrable Wall |
scientific article; zbMATH DE number 1336593 |
Statements
A Recursive Scheme for Perpetuities with Random Positive Interest Rates. II: The Impenetrable Wall (English)
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14 September 1999
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stochastic interest rates
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annuity
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perpetuity
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Wiener processes
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impenetrable wall
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Feynman-Kac transforms
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Laplace transforms
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