scientific article; zbMATH DE number 6453812

DOI10.3969/J.ISSN.1003-5060.2014.11.021zbMath1324.91065MaRDI QIDQ5260445

Pan Zhao, Qingxian Xiao

Publication date: 29 June 2015

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

zbMATH Keywords

Ornstein-Uhlenbeck processstochastic interest rateactuarial approachpower options

Mathematics Subject Classification ID

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

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