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Q4995655 - MaRDI portal

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scientific article; zbMATH DE number 7365967
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English
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scientific article; zbMATH DE number 7365967

    Statements

    author
    Wenhan Li
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    Ying Zhong
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    Guiwen Lv
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    publication date
    1 July 2021
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    zbMATH Keywords
    digital power exchange option
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    avoid risk
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    jump-diffusion process
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    Esscher transform
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    numerical analysis
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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    60J70
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    91G60
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    zbMATH DE Number
    7365967
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