Retrieval of the Law of a Random Payment Stream by the Joint Law of its Final Value and the Interest Rate at some Fixed Time
Détails
ID Serval
serval:BIB_12E4A5B14AA1
Type
Article: article d'un périodique ou d'un magazine.
Collection
Publications
Institution
Titre
Retrieval of the Law of a Random Payment Stream by the Joint Law of its Final Value and the Interest Rate at some Fixed Time
Périodique
International Journal of Pure and Applied Mathematics
ISSN
1311-8080
Statut éditorial
Publié
Date de publication
2009
Peer-reviewed
Oui
Volume
55
Numéro
2
Pages
173-186
Langue
anglais
Mots-clé
random payment stream, sufficient statistics, stochastic interest, L´evy processes
Création de la notice
08/02/2010 16:07
Dernière modification de la notice
21/08/2019 5:11
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