Lévy risk model with two-sided jumps and a barrier dividend strategy
Lijun Bo; Renming Song; Dan Tang; Yongjin Wang; Xuewei Yang
| Year of publication: |
2012
|
|---|---|
| Authors: | Bo, Lijun ; Song, Renming ; Tang, DanLing ; Wang, Yongjin ; Yang, Xuewei |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 50.2012, 2, p. 280-291
|
| Subject: | Dividende | Dividend | Portfolio-Management | Portfolio selection | Risiko | Risk | Optionspreistheorie | Option pricing theory | Risikomanagement | Risk management |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Erratum enth. in: Vol. 52.2013,1, S. 124-125 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009507927