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zbMath1247.91193MaRDI QIDQ2912251

Hsien-Jen Lin

Publication date: 14 September 2012

Full work available at URL: http://www.ijpam.eu/contents/2012-76-4/8/index.html

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

zbMATH Keywords

forward measure pricing method heath-jarrow-morton model quanto forward contracts

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Interest rates, asset pricing, etc. (stochastic models) (91G30) Derivative securities (option pricing, hedging, etc.) (91G20)

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