scientific article

zbMath1363.91108MaRDI QIDQ2824453

Kongjie Liu, Yinghui Dong, Haifei Zhu

Publication date: 6 October 2016

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

zbMATH Keywords

Laplace transformdynamic guaranteed fundshyper-exponential jump-diffusion model

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

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