scientific article; zbMATH DE number 7028568

DOI10.3969/J.ISSN.1674-232X.2018.04.017zbMATH Open1424.91138MaRDI QIDQ4624329

Yao Wang, Hong Xue

Publication date: 22 February 2019

Title of this publication is not available (Why is that?)

zbMATH Keywords

bi-fractional Brownian motionjump-diffusion processvulnerable optionactuarial approach

Mathematics Subject Classification ID

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

Related Items (4)

Title not available (Why is that?) ⋮ Title not available (Why is that?) ⋮ Vulnerable European call option pricing based on uncertain fractional differential equation ⋮ Title not available (Why is that?)

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