scientific article

DOI10.3969/J.ISSN.1001-4268.2015.04.003zbMath1349.91273MaRDI QIDQ2992238

Shuguang Zhang, Zhaoli Jia, Fan Zhang

Publication date: 10 August 2016

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

zbMATH Keywords

fast Fourier transformcharacteristic functionpricingMarkov skeleton process

Mathematics Subject Classification ID

Markov renewal processes, semi-Markov processes (60K15) Derivative securities (option pricing, hedging, etc.) (91G20)

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