scientific article; zbMATH DE number 6746165

DOI10.13338/J.ISSN.1006-8341.2016.03.008zbMath1374.91117MaRDI QIDQ5276431

Hong Xue, Jingyi Dan

Publication date: 14 July 2017

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

zbMATH Keywords

bi-fractional Brownian motioninsurance actuary approachgeometric European basket option

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Derivative securities (option pricing, hedging, etc.) (91G20) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

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