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zbMath1199.91238MaRDI QIDQ3403763

D. Pan, Libing Zhang

Publication date: 12 February 2010

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

zbMATH Keywords

options Feynman-Kac formula renewal process jump-diffusion stochastic process

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Derivative securities (option pricing, hedging, etc.) (91G20) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

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