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Q4996411 - MaRDI portal

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scientific article; zbMATH DE number 7366580
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English
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scientific article; zbMATH DE number 7366580

    Statements

    author
    Huan Xi
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    Guohe Deng
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    publication date
    1 July 2021
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    zbMATH Keywords
    affine jump-diffusion model
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    geometric average
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    reset options with predetermined levels
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    Fourier inverse transform
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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    60J60
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    60J74
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    zbMATH DE Number
    7366580
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