scientific article; zbMATH DE number 7113133

zbMath1438.91154MaRDI QIDQ5196309

Yanlong Zhao, Cheng Peng, Ying Bao, Shuang Li

Publication date: 2 October 2019

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

zbMATH Keywords

stochastic interest ratetiming optionquality option

Mathematics Subject Classification ID

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

This page was built for publication: