An actuarial approach to reload option valuation for a non-tradable risk assets under jump-diffusion process and stochastic interest rate
type: Item
instance of: scholarly article
title: An actuarial approach to reload option valuation for a non-tradable risk assets under jump-diffusion process and stochastic interest rate
zbMATH Open document ID: 1397.91577
author: Cong-cong Xu
author: Zuoliang Xu
published in: Acta Mathematicae Applicatae Sinica. English Series
publication date: 2018-09-18T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 91G30
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 60J75
zbMATH DE Number: 6938639
zbMATH Keywords: non-tradable assets
zbMATH Keywords: reload option
zbMATH Keywords: actuarial approach
zbMATH Keywords: jump-diffusion processes
zbMATH Keywords: stochastic interest rate
MaRDI profile type: Publication
full work available at URL: s10255-018-0759-5
OpenAlex ID: W2885468262
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Wikidata QID: Q129382858
DOI: 10.1007/S10255-018-0759-5
description: scientific article; zbMATH DE number 6938639