scientific article

zbMath1204.91138MaRDI QIDQ3445364

Xinping Liu, Yun-Feng Yang

Publication date: 11 June 2007

Full work available at URL: http://en.cnki.com.cn/Article_en/CJFDTotal-CCSX200601008.htm

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

zbMATH Keywords

jump processesrenewal processstock pricesEuropean options pricing equationrisk-neutral hypothesisstochastic interest rate model with jump-diffusion

Mathematics Subject Classification ID

Financial applications of other theories (91G80) Portfolio theory (91G10)

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