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scientific article; zbMATH DE number 7109223 - MaRDI portal

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zbMath1438.91160MaRDI QIDQ5197089

Tianxiu Wang, Jixia Wang

Publication date: 20 September 2019

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

zbMATH Keywords

Bessel processes Heston stochastic volatility model dividend paying time-varying interest rates timer option pricing

Mathematics Subject Classification ID

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

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