scientific article

DOI10.3969/j.issn.1000-5641.2011.03.002zbMath1240.91172MaRDI QIDQ3109343

Xiaonan Su, Wen Sheng Wang

Publication date: 27 January 2012

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

zbMATH Keywords

stochastic interest ratechange of measurejump diffusion modelpower options

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Interest rates, asset pricing, etc. (stochastic models) (91G30) Derivative securities (option pricing, hedging, etc.) (91G20) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

This page was built for publication: