scientific article; zbMATH DE number 7338819

DOI10.13413/J.CNKI.JDXBLXB.2020013zbMath1474.91218MaRDI QIDQ4984333

Guangming Xue, Funing Lin

Publication date: 26 April 2021

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

zbMATH Keywords

stochastic volatilitybarrier optionjump diffusion modelFourier inverse transformGirsanov measure transformation

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Derivative securities (option pricing, hedging, etc.) (91G20) Jump processes on discrete state spaces (60J74)

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