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scientific article; zbMATH DE number 7338819
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scientific article; zbMATH DE number 7338819

    Statements

    author
    Guangming Xue
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    Funing Lin
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    publication date
    26 April 2021
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    zbMATH Keywords
    jump diffusion model
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    stochastic volatility
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    Girsanov measure transformation
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    barrier option
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    Fourier inverse transform
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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    60G40
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    60J74
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    zbMATH DE Number
    7338819
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