scientific article; zbMATH DE number 7235426

DOI10.15960/J.CNKI.ISSN.1007-6093.2019.04.011MaRDI QIDQ5115394zbMATH OpenFDO

Authors Qian Wei, Yongmao Wang

Publication date 12 August 2020

Full work available at URL https://doi.org/10.15960/J.CNKI.ISSN.1007-6093.2019.04.011

zbMATH Keywords

actuarial approach methodpower optionsTsallis entropyVašíček interest rate model

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Interest rates, asset pricing, etc. (stochastic models) (91G30)

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