Modeling and Approximated Procedure Life Insurance Bond by the Stochastic Mortality and Short Interest Rate
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Computational Mathematics
Link
https://link.springer.com/content/pdf/10.1007/s40819-021-01199-9.pdf
Reference23 articles.
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4. Leonenko, N.N., Meerschaert, M.M., Sikorskii, A.: Fractional Pearson diffusions. J. Math. Anal. Appl. 403(2), 532 (2013)
5. Koleva, M.N., Vulkov, L.G.: Numerical solution of time-fractional Black–Scholes equation. Comput. Appl. Math. 36(4), 1699 (2017)
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