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zbMath1313.91170MaRDI QIDQ2923508

Xiaonan Su, Wei Wang, Wen Sheng Wang

Publication date: 3 November 2014

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

zbMATH Keywords

option pricing regime switching numerical analysis power options

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

Related Items (1)

Estimation of tail risk and moments using option prices with a novel pricing model under a distorted lognormal distribution

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