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Q5197224 - MaRDI portal

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scientific article; zbMATH DE number 7109335
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scientific article; zbMATH DE number 7109335

    Statements

    author
    Feng Xu
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    Sheng-Wu Zhou
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    publication date
    20 September 2019
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    zbMATH Keywords
    sub-fractional jump-diffusion process
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    exchange option
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    Black-Scholes partial differential equation
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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    60G22
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    60J74
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    91G80
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    35Q91
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    zbMATH DE Number
    7109335
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