Analytical and computer simulation techniques for a stochastic model arising in discounting continuous uniform cash flows

DOI10.1016/0895-7177(93)90139-PzbMath0804.90009MaRDI QIDQ1324254

D. Jerwood, A. P. Voudouri, T. P. Artikis

Publication date: 9 January 1995

Published in: Mathematical and Computer Modelling (Search for Journal in Brave)

zbMATH Keywords

financeunimodalitycontinuous uniform cash flowpresent-value models

Mathematics Subject Classification ID

Related Items (3)

Bounds for present value functions with stochastic interest rates and stochastic volatility. ⋮ A stochastic discounting model arising in competing risks management ⋮ A stochastic integral arising in discounting continuous cash flows and certain transformed characteristic functions

Cites Work

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• Classical risk theory in an economic environment
• Analytical and simulation techniques for discounting binomial random sums
• Limiting behavior of certain mixtures of distributions
• Discounting Certain Random Sums
• A generalized unimodality

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