{"title":"随机积分的拉普拉斯变换与百慕大交换的定价","authors":"Lars Palapies","doi":"10.1007/s10203-023-00401-5","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":43711,"journal":{"name":"Decisions in Economics and Finance","volume":"19 1","pages":"1 - 46"},"PeriodicalIF":1.4000,"publicationDate":"2023-05-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Laplace transforms of stochastic integrals and the pricing of Bermudan swaptions\",\"authors\":\"Lars Palapies\",\"doi\":\"10.1007/s10203-023-00401-5\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"\",\"PeriodicalId\":43711,\"journal\":{\"name\":\"Decisions in Economics and Finance\",\"volume\":\"19 1\",\"pages\":\"1 - 46\"},\"PeriodicalIF\":1.4000,\"publicationDate\":\"2023-05-25\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Decisions in Economics and Finance\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1007/s10203-023-00401-5\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"SOCIAL SCIENCES, MATHEMATICAL METHODS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Decisions in Economics and Finance","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1007/s10203-023-00401-5","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"SOCIAL SCIENCES, MATHEMATICAL METHODS","Score":null,"Total":0}
期刊介绍:
Decisions in Economics and Finance: A Journal of Applied Mathematics is the official publication of the Association for Mathematics Applied to Social and Economic Sciences (AMASES). It provides a specialised forum for the publication of research in all areas of mathematics as applied to economics, finance, insurance, management and social sciences. Primary emphasis is placed on original research concerning topics in mathematics or computational techniques which are explicitly motivated by or contribute to the analysis of economic or financial problems.