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"Pricing a Chained Dynamic Fund Protection Under Vasicek Interest Rate ..."

Name: dblp XML data dump
Creator: Schloss Dagstuhl - Leibniz Center for Informatics
Published: 1993
License: https://creativecommons.org/publicdomain/zero/1.0/
Keywords: dblp, XML, computer science, scholarly publications, metadata

Yinghui Dong, Chao Xu, Sang Wu (2019)

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DOI: 10.1007/S11424-019-7400-4

access: closed

type: Journal Article

metadata version: 2025-01-19

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Yinghui Dong, Chao Xu, Sang Wu:
Pricing a Chained Dynamic Fund Protection Under Vasicek Interest Rate Model with Stochastic Barrier. J. Syst. Sci. Complex. 32(6): 1659-1674 (2019)

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last updated on 2025-01-19 14:54 CET by the dblp team

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