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控制随机利率下的连续年金 被引量:1

The continuous annuities under the controlled random interest rates
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摘要 讨论了控制随机利率下的连续年金,得到控制条件下连续年金现值的期望. In the paper, the continuous annuities under the controlled random interest rates are investigated. The expectation of the present value of continuous annuities is derived under the controlled conditions.
出处 《西北师范大学学报(自然科学版)》 CAS 2006年第5期5-9,共5页 Journal of Northwest Normal University(Natural Science)
基金 甘肃省自然科学基金资助项目(ZS-011-A25-024-G) 甘肃省教育厅科研资助项目(041-14)
关键词 随机利率 年金 BROWN运动 反射Brown运动 random interest rate annuity Brownian motion reflected Brownian motion
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参考文献7

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