An ODE approach for the expected discounted penalty at ruin in a jump-diffusion model
Yu-Ting Chen; Cheng-Few Lee; Yuan-Chung Sheu
| Year of publication: |
2007
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|---|---|
| Authors: | Chen, Yu-Ting ; Lee, Cheng F. ; Sheu, Yuan-Chung |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 11.2007, 3, p. 323-355
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| Subject: | Kapitalstruktur | Capital structure | Mathematische Optimierung | Mathematical programming | CAPM |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003485808