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Q5194387 - MaRDI portal

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scientific article; zbMATH DE number 7108747
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English
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scientific article; zbMATH DE number 7108747

    Statements

    author
    Guilan Cao
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    Xinye Tong
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    publication date
    20 September 2019
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    zbMATH Keywords
    CEV model
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    jump-diffusion model
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    probability density function
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    risk neutral pricing
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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    60J74
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    91G80
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    zbMATH DE Number
    7108747
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