Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
scientific article; zbMATH DE number 1911488 - MaRDI portal

scientific article; zbMATH DE number 1911488

From MaRDI portal

Publication:4807172

Jump to:navigation, search

zbMath1019.60038MaRDI QIDQ4807172

Shuguang Zhang, Li-Jun Wang

Publication date: 15 May 2003

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

zbMATH Keywords

arbitrage theory reset option multivariable normal distribution

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Martingales with continuous parameter (60G44) Stochastic integrals (60H05)

Related Items (1)

Pricing European options in a double exponential jump-diffusion model with two market structure risks and their comparison

This page was built for publication:

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:4807172&oldid=19121788"