scientific article; zbMATH DE number 6746498

DOI10.16088/J.ISSN.1001-6600.2016.03.011zbMath1374.91125MaRDI QIDQ5276821

Jiaqin Wang, Guohe Deng

Publication date: 14 July 2017

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

zbMATH Keywords

Fourier transformimplied volatilityterm structure of interest ratebond optionsaffine jump diffusion model

Mathematics Subject Classification ID

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

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