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zbMath1199.91206MaRDI QIDQ3404965

Guohe Deng, Xiang-Qun Yang

Publication date: 12 February 2010

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

zbMATH Keywords

European option double exponential jump-diffusion process market structure risks multi-factor CIR model

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Credit risk (91G40)

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