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Q5260209 - MaRDI portal

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scientific article; zbMATH DE number 6453605
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English
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scientific article; zbMATH DE number 6453605

    Statements

    author
    Wei Wang
    0 references
    Xiaonan Su
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    Qijie Zhao
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    publication date
    29 June 2015
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    zbMATH Keywords
    jump diffusion process
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    Markov-modulated model
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    option pricing
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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    60J70
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    60J75
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    91G60
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    zbMATH DE Number
    6453605
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