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• W2956095100 abstract "In this paper, we use a semi-Markovian model to compute the conditional higher moments of any order of the present value of cash flows generated by an investment, taking into account the state of the market. With the force of interest following a stochastic process, we give an example to illustrate our results." @default.
• W2956095100 created "2019-07-12" @default.
• W2956095100 creator A5076979701 @default.
• W2956095100 date "2019-06-22" @default.
• W2956095100 modified "2023-09-27" @default.
• W2956095100 title "Modeling a Random Cash Flow of an Asset with a Semi-Markovian Model" @default.
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• W2956095100 doi "https://doi.org/10.1007/978-3-030-13697-0_8" @default.
• W2956095100 hasPublicationYear "2019" @default.
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