scientific article; zbMATH DE number 7109335

zbMath1463.91173MaRDI QIDQ5197224

Feng Xu, Sheng-Wu Zhou

Publication date: 20 September 2019

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

zbMATH Keywords

Black-Scholes partial differential equationexchange optionsub-fractional jump-diffusion process

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Financial applications of other theories (91G80) Derivative securities (option pricing, hedging, etc.) (91G20) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Jump processes on discrete state spaces (60J74)

This page was built for publication: