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

Details

Request a copyRequest a copy
Serval ID
serval:BIB_12E4A5B14AA1
Type
Article: article from journal or magazin.
Collection
Publications
Institution
UNIL/CHUV
Title
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
Journal
International Journal of Pure and Applied Mathematics
Author(s)
Neuenschwander  D.
ISSN
1311-8080
Publication state
Published
Issued date
2009
Peer-reviewed
Oui
Volume
55
Number
2
Pages
173-186
Language
english
Keywords
random payment stream, sufficient statistics, stochastic interest, L´evy processes
OAI-PMH
oai:serval.unil.ch:BIB_12E4A5B14AA1
Create date
08/02/2010 16:07
Last modification date
21/08/2019 5:11
Usage data