scientific article; zbMATH DE number 6719129

DOI10.13413/J.CNKI.JDXBLXB.2016.05.13MaRDI QIDQ2984339zbMATH OpenFDO

Authors Hong Xue, Dan Li

Publication date 17 May 2017

Full work available at URL https://doi.org/10.13413/J.CNKI.JDXBLXB.2016.05.13

zbMATH Keywords

actuarial approachbi-fractional jump-diffusion processminimum or maximum optionstochastic analysis

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Diffusion processes (60J60) Derivative securities (option pricing, hedging, etc.) (91G20)

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