Pricing turbo warrants under mixed-exponential jump diffusion model
type: Item
instance of: scholarly article
title: Pricing turbo warrants under mixed-exponential jump diffusion model
zbMATH Open document ID: 1400.91622
author: Jianfeng Yu
author: Weidong Xu
published in: Physica A
publication date: 2018-11-13T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 60J75
zbMATH DE Number: 6978021
zbMATH Keywords: exotic option
zbMATH Keywords: turbo warrants
zbMATH Keywords: mixed-exponential jump diffusion
zbMATH Keywords: Laplace transform
zbMATH Keywords: Euler method
MaRDI profile type: Publication
full work available at URL: j.physa.2015.12.158
OpenAlex ID: W3125773493
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DOI: 10.1016/J.PHYSA.2015.12.158
description: scientific article; zbMATH DE number 6978021