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Publication:2823801

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DOI10.16088/J.ISSN.1001-6600.2016.01.013zbMath1363.60056MaRDI QIDQ2823801

Publication date: 6 October 2016

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Laplace transform martingales term structure path-dependent options first-passage time generalized Ornstein-Uhlenbeck process

Mathematics Subject Classification ID

Diffusion processes (60J60) Generalized stochastic processes (60G20) Derivative securities (option pricing, hedging, etc.) (91G20)

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