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scientific article; zbMATH DE number 7071390
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scientific article; zbMATH DE number 7071390

    Statements

    author
    Jiangjiang Dong
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    Kai Gao
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    Xueru Liu
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    publication date
    21 June 2019
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    zbMATH Keywords
    complex chooser option pricing
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    Ornstein-Uhlenbeck process
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    martingale
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    measure transforms
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    insurance actuarial
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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    60J60
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    60G44
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    zbMATH DE Number
    7071390
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