scientific article; zbMATH DE number 7070859

DOI10.13371/J.CNKI.CHIN.Q.J.M.2018.03.003zbMath1424.91144MaRDI QIDQ5383749

Zhaoqiang Yang

Publication date: 21 June 2019

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

zbMATH Keywords

Wick-Itô-Skorohod integralmixed jump-diffusion fractional Brownian motioncritical exercise pricemarket pricing modeloption factorization

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stopping times; optimal stopping problems; gambling theory (60G40) Derivative securities (option pricing, hedging, etc.) (91G20)

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