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Q3462839 - MaRDI portal

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    Statements

    author
    Dawei Xue
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    Litan Yan
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    Qing-Hua Zhang
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    publication date
    15 January 2016
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    zbMATH Keywords
    Black-Scholes formula
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    Föllmer-Schweizer minimal measure
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    Lévy process
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    delay stochastic differential equation with jump
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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    60G51
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    60H10
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    zbMATH DE Number
    6531281
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