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scientific article; zbMATH DE number 6262675 - MaRDI portal

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zbMath1289.91183MaRDI QIDQ5398705

Huilai Li, Yuan Yuan, Chengbin Zhang

Publication date: 28 February 2014

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

zbMATH Keywords

Brownian motion option pricing Poisson process volatility jump-diffusion process

Mathematics Subject Classification ID

Diffusion processes (60J60) Derivative securities (option pricing, hedging, etc.) (91G20) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

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