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scientific article; zbMATH DE number 7448527 - MaRDI portal

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Publication:5017137

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DOI10.13482/J.ISSN1001-7011.2021.01.208zbMath1488.91141MaRDI QIDQ5017137

Cailing Sun, Li-Xia Liu

Publication date: 17 December 2021

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

zbMATH Keywords

geometric Brownian motion martingale method measure transformation forward start option

Mathematics Subject Classification ID

Brownian motion (60J65) Interest rates, asset pricing, etc. (stochastic models) (91G30) Derivative securities (option pricing, hedging, etc.) (91G20)

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