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zbMath1389.91110MaRDI QIDQ3132428

Jingjun Guo, Yafang Zhang

Publication date: 29 January 2018

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

zbMATH Keywords

option pricing stochastic interest rate sub-fractional Brownian motion zero coupon bond

Mathematics Subject Classification ID

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)

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