scientific article; zbMATH DE number 7028579

DOI10.3969/J.ISSN.1003-5060.2017.12.025zbMATH Open1424.91135MaRDI QIDQ4624345FDOQ4624345

Authors: Fangyuan Shi, Libao Yang, Cuixiang Li 

Publication date: 22 February 2019

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

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zbMATH Keywords

Ornstein-Uhlenbeck processPoisson processrainbow optionactuarial approach

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Diffusion processes (60J60)

Cited In (2)

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• Rainbow options with MS-VAR process

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