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Q4624345 - MaRDI portal

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scientific article; zbMATH DE number 7028579
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English
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scientific article; zbMATH DE number 7028579

    Statements

    author
    Fangyuan Shi
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    Libao Yang
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    Cuixiang Li
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    publication date
    22 February 2019
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    zbMATH Keywords
    Ornstein-Uhlenbeck process
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    Poisson process
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    rainbow option
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    actuarial approach
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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    60J60
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    60J75
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    zbMATH DE Number
    7028579
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