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zbMath1174.62554MaRDI QIDQ3614382

Shujin Li, Sheng-Hong Li

Publication date: 6 March 2009

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

zbMATH Keywords

Girsanov's theorem change of measures reset options compound options

Mathematics Subject Classification ID

Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).

Related Items (1)

The pricing of compound option under variance gamma process by FFT

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