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Q5115317 - MaRDI portal

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scientific article; zbMATH DE number 7235363
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English
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scientific article; zbMATH DE number 7235363

    Statements

    author
    Jiawen He
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    Zhu'e Wei
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    publication date
    12 August 2020
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    zbMATH Keywords
    non-affine stochastic volatility
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    jump-diffusion model
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    outer performance option
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    Fourier inversion transform
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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    60J70
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    60J74
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    zbMATH DE Number
    7235363
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