Engsner, Hampus; Lindskog, Filip - In: Statistics & Risk Modeling 37 (2021) 3-4, pp. 79-106
of the remaining cash flow.
The liability cash flow is modeled as a continuous-time stochastic process on {[0,T]} .
The … continuous-time limits of discrete-time cost-of-capital-margin processes corresponding to a sequence of partitions whose meshes …