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DOI10.16088/J.ISSN.1001-6600.2019100301zbMath1488.91144MaRDI QIDQ3381119

Xiaomei Wen, Guohe Deng

Publication date: 29 September 2021

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

zbMATH Keywords

power option compound option jump diffusion model double Heston stochastic volatility model

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Jump processes on discrete state spaces (60J74)

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