Obtaining the dividends-penalty identities by interpretation (Q661238)
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scientific article; zbMATH DE number 6004750
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Obtaining the dividends-penalty identities by interpretation |
scientific article; zbMATH DE number 6004750 |
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Obtaining the dividends-penalty identities by interpretation (English)
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10 February 2012
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dividends
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penalty identity
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discounted penalty function
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barrier strategy
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two-sided jump model
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