Fair valuation of Lévy-Type drawdown-drawup contracts with general insured and penalty functions

Palmowski, Zbigniew; Tumilewicz, Joanna Beata

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Fair valuation of Lévy-Type drawdown-drawup contracts with general insured and penalty functions

Description

Title: Fair valuation of Lévy-Type drawdown-drawup contracts with general insured and penalty functions
Journal title: Applied Mathematics and Optimization
Creator: Palmowski, Zbigniew ; Tumilewicz, Joanna Beata
Pages: s. 301-347
Date issued: 2020
Type: Tekst
Identifier: ISSN 0095-4616 ; https://doi.org/10.1007/s00245-018-9492-y
Language: eng
Has version: https://doi.org/10.1007/s00245-018-9492-y
License: CC BY
Detailed object type: art
Object type: Artykuł
Location: Vol. 81, nr 2 (2020)

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