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Exponential martingale method to pricing of property claim services option (Q2923847)

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scientific article; zbMATH DE number 6364384
Language Label Description Also known as
English
Exponential martingale method to pricing of property claim services option
scientific article; zbMATH DE number 6364384

    Statements

    publication date
    3 November 2014
    0 references
    zbMATH Keywords
    property claim services option
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    exponential martingale
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    Lévy type stochastic integral
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    author
    Jun Yan
    0 references
    Hong Yin
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    title
    Exponential martingale method to pricing of property claim services option (English)
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    Identifiers

    Mathematics Subject Classification ID
    91B30
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    60G48
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    60H30
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    91G20
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    zbMATH DE Number
    6364384
    0 references
     
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