scientific article

DOI10.3969/J.ISSN.1003-5060.2016.07.027zbMath1374.91116MaRDI QIDQ2984190

Hong Xue, Jingyi Dan

Publication date: 17 May 2017

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

zbMATH Keywords

bi-fractional Brownian motionjump-diffusion processgeometric basket optioninsurance actuary 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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