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Convex upper and lower bounds for present value functions
Work
Year: 2001
Type: article
Abstract: In this paper we present an efficient methodology for approximating the distribution function of the net present value of a series of cash‐flows, when discounting is presented by a stochastic differe... more
Source: Applied Stochastic Models in Business and Industry
Authors David Vyncke, Marc Goovaerts, Jan Dhaene
Institution KU Leuven
Cites: 13
Cited by: 30
Related to: 10
FWCI: 3.383
Citation percentile (by year/subfield): 79.36
Topic: Stochastic processes and financial applications
Subfield: Finance
Field: Economics, Econometrics and Finance
Domain: Social Sciences
Sustainable Development Goal Decent work and economic growth
Open Access status: green