EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"The confluent hypergeometric function"
Narrow search

Narrow search

Year of publication
Subject
All
Linear dividend barrier 2 PDMP method 2 The confluent hypergeometric function 2 The expected discounted dividends 2 Brasilien 1 Brazil 1 Density Functional Based on the Confluent Hypergeometric function 1 Dividend 1 Dividende 1 Edgeworth expansions 1 Estimation 1 Kaufkraftparität 1 Mixture of Lognormal distributions 1 Option trading 1 Optionsgeschäft 1 Purchasing power parity 1 Schätzung 1 Smoothed Implied Volatility Smile 1 Statistical distribution 1 Statistische Verteilung 1 Theorie 1 Theory 1 US dollar 1 US-Dollar 1 USA 1 United States 1 Volatility 1 Volatilität 1
more ... less ...
Online availability
All
Undetermined 1
Type of publication
All
Article 3
Type of publication (narrower categories)
All
Article in journal 2 Aufsatz in Zeitschrift 2
Language
All
English 2 Undetermined 1
Author
All
Liu, Zaiming 2 Guerra, João 1 Li, Manman 1 Manman, Li 1 Santos, André 1
Published in...
All
Economic Modelling 1 Economic modelling 1 The journal of futures markets 1
Source
All
ECONIS (ZBW) 2 RePEc 1
Showing 1 - 3 of 3
Cover Image
Implied risk neutral densities from option prices : hypergeometric, spline, lognormal, and edgeworth functions
Santos, André; Guerra, João - In: The journal of futures markets 35 (2015) 7, pp. 655-678
Persistent link: https://www.econbiz.de/10011405462
Saved in:
Cover Image
Regulated absolute ruin problem with interest structure and linear dividend barrier
Li, Manman; Liu, Zaiming - In: Economic Modelling 29 (2012) 5, pp. 1786-1792
The uncontrolled surplus of an insurance company is a classical risk model. Now the risk model includes three features, namely debit interest, short-term and long-term invested interest, and linear dividend barrier. In this paper, the PDMP method and martingales are used for solvency studies in...
Persistent link: https://www.econbiz.de/10010597505
Saved in:
Cover Image
Regulated absolute ruin problem with interest structure and linear dividend barrier
Manman, Li; Liu, Zaiming - In: Economic modelling 29 (2012) 5, pp. 1786-1792
Persistent link: https://www.econbiz.de/10009667100
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...