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DOI10.13338/J.ISSN.1006-8341.2016.03.015zbMATH Open1374.91115MaRDI QIDQ2983652

Hong Xue, Zhixiang Chen

Publication date: 17 May 2017

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

zbMATH Keywords

bifractional Brownian motion jump-diffusion process exchange option actuarial approach

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Derivative securities (option pricing, hedging, etc.) (91G20) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

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