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Q5322642 - MaRDI portal

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scientific article; zbMATH DE number 5585010
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English
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scientific article; zbMATH DE number 5585010

    Statements

    author
    Rongguo He
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    Guohe Deng
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    publication date
    22 July 2009
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    zbMATH Keywords
    bivariate jump-diffusion model
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    European options
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    future options
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    Identifiers

    Mathematics Subject Classification ID
    91B28
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    60J60
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    60J75
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    zbMATH DE Number
    5585010
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