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scientific article; zbMATH DE number 6452852 - MaRDI portal

scientific article; zbMATH DE number 6452852

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Publication:5257421

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zbMath1324.91060MaRDI QIDQ5257421

Yingying Liu, Yunsheng Lu

Publication date: 29 June 2015

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

zbMATH Keywords

exponential martingale G-martingale European power options G-geometric Brownian motion

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Derivative securities (option pricing, hedging, etc.) (91G20) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

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