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 7365967 - MaRDI portal

scientific article; zbMATH DE number 7365967

From MaRDI portal

Publication:4995655

Jump to:navigation, search

DOI10.3969/j.issn.1005-3085.2021.02.009zbMath1474.91210MaRDI QIDQ4995655

Wenhan Li, Ying Zhong, Guiwen Lv

Publication date: 1 July 2021

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

zbMATH Keywords

numerical analysis Esscher transform jump-diffusion process avoid risk digital power exchange option

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Derivative securities (option pricing, hedging, etc.) (91G20) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

This page was built for publication:

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:4995655&oldid=19446635"