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scientific article; zbMATH DE number 7267364 - MaRDI portal

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zbMath1463.91168MaRDI QIDQ5128300

Jiawen He, Zhu'e Wei

Publication date: 27 October 2020

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

zbMATH Keywords

stochastic volatility jump-diffusion model Fourier inversion transform quanto reset options

Mathematics Subject Classification ID

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

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