scientific article; zbMATH DE number 6907262

DOI10.3969/J.ISSN.1674-232X.2017.06.016zbMATH Open1399.91118MaRDI QIDQ4574904

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Publication date: 18 July 2018

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zbMATH Keywords

actuarial mathematicsbi-fractional Brownian motionjump-diffusion processquanto option

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Derivative securities (option pricing, hedging, etc.) (91G20)

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