scientific article

DOI10.3969/J.ISSN.1001-4268.2015.02.005zbMath1340.91130MaRDI QIDQ3462860

Jianqi Yang

Publication date: 15 January 2016

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

zbMATH Keywords

Asian optionspricingjump-diffusion modelmartingale method

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Derivative securities (option pricing, hedging, etc.) (91G20)

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