scientific article; zbMATH DE number 1782562

zbMATH Open1050.91518MaRDI QIDQ4545834FDOQ4545834

Authors: Qingxian Xiao 

Publication date: 30 October 2002

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

zbMATH Keywords

Black-Scholes modeljump-diffusion modelstochastic volatility modelstock price process

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24)

Cited In (2)

• Financial Derivatives in Theory and Practice
• Derivatives pricing. The classic collection

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