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Q4624329 - MaRDI portal

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scientific article; zbMATH DE number 7028568
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English
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scientific article; zbMATH DE number 7028568

    Statements

    author
    Yao Wang
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    Hong Xue
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    publication date
    22 February 2019
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    zbMATH Keywords
    vulnerable option
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    bi-fractional Brownian motion
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    jump-diffusion process
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    actuarial approach
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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    60G22
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    60J75
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    zbMATH DE Number
    7028568
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