On the discounted penalty at ruin in a jump-diffusion and...

On the discounted penalty at ruin in a jump-diffusion and the perpetual put option

Hans U. Gerber, Bruno Landry
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Volume:
22
Year:
1998
Language:
english
Pages:
14
DOI:
10.1016/s0167-6687(98)00014-6
File:
PDF, 620 KB
english, 1998
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