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A no arbitrage approach to Thiele's differential equation - MaRDI portal

A no arbitrage approach to Thiele's differential equation (Q5942778)

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scientific article; zbMATH DE number 1643635
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English
A no arbitrage approach to Thiele's differential equation
scientific article; zbMATH DE number 1643635

    Statements

    title
    A no arbitrage approach to Thiele's differential equation (English)
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    author
    Mogens Steffensen
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    publication date
    9 September 2001
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    zbMATH Keywords
    markets prices of payment processes
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    securitization
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    Martingale measure
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    unit-linked insurance
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    Identifiers

    zbMATH DE Number
    1643635
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    Wikidata QID
    Q115339590
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    OpenAlex ID
    W2052562421
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