Pricing dynamic fund protections for a hyperexponential jump diffusion process (Q4638697)
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scientific article; zbMATH DE number 6865481
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing dynamic fund protections for a hyperexponential jump diffusion process |
scientific article; zbMATH DE number 6865481 |
Statements
Pricing dynamic fund protections for a hyperexponential jump diffusion process (English)
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27 April 2018
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dynamic fund protection
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Gaver-Stehfest algorithm
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hyperexponential distribution
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