scientific article; zbMATH DE number 7070670

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zbMath1424.91140MaRDI QIDQ5383530

Lin Xiao, Xiang-Qun Yang

Publication date: 21 June 2019

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

zbMATH Keywords

option pricing martingale method generalized European option random expiration time

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Derivative securities (option pricing, hedging, etc.) (91G20)

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