scientific article

zbMath1296.35196MaRDI QIDQ2876063

Kaili Xiang, Min Wang

Publication date: 15 August 2014

Full work available at URL: http://online.watsci.org/abstract_pdf/2014v21/v21n2b-pdf/1.pdf

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

zbMATH Keywords

stochastic volatilityvariance swapsjump-diffusiondouble exponential distributioncontinuous dividend rate

Mathematics Subject Classification ID

Brownian motion (60J65) Diffusion processes (60J60) Financial applications of other theories (91G80) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91)

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