scientific article; zbMATH DE number 6796370

zbMath1389.91119MaRDI QIDQ5371742

Shoujuan Zhao, Jianqi Yang

Publication date: 20 October 2017

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

zbMATH Keywords

exponential distributionjump-diffusion processesforward-starting options

Mathematics Subject Classification ID

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

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