scientific article; zbMATH DE number 5811473

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zbMATH Open1212.91111MaRDI QIDQ3051641FDOQ3051641

Shuai Wang, Wensheng Wang, Wei Wang

Publication date: 5 November 2010

Title of this publication is not available (Why is that?)

zbMATH Keywords

change of measure Girsanov's theorem jump diffusion model

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Diffusion processes (60J60)

Cited In (1)

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