Fair Valuation of Lévy-Type Drawdown-Drawup Contracts with General Insured and Penalty Functions
نویسندگان
چکیده
منابع مشابه
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ژورنال
عنوان ژورنال: Applied Mathematics & Optimization
سال: 2018
ISSN: 0095-4616,1432-0606
DOI: 10.1007/s00245-018-9492-y