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Q3131139 - MaRDI portal

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scientific article
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scientific article

    Statements

    author
    Gongpin Cheng
    0 references
    Kun Fan
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    publication date
    29 January 2018
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    zbMATH Keywords
    CatEPuts
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    regime-switching
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    Esscher transform
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    fast Fourier transform
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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    62P05
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    60J75
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    65T50
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    zbMATH DE Number
    6830768
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