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Publication:3463049
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DOI10.6040/J.ISSN.1671-9352.0.2014.160zbMath1340.91134MaRDI QIDQ3463049

Qingxian Xiao, Pan Zhao

Publication date: 15 January 2016


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

zbMATH Keywords

martingaleTsallis entropypower optionsO-U process


Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Derivative securities (option pricing, hedging, etc.) (91G20)








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