scientific article; zbMATH DE number 7108614

DOI10.13763/j.cnki.jhebnu.nse.2018.06.003zbMath1438.91166MaRDI QIDQ5194207

Hong Xue, Min Yuan

Publication date: 20 September 2019

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

zbMATH Keywords

actuarial mathematicsOrnstein-Uhlenbeck processbi-fractional Brownian motionchooser option

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Diffusion processes (60J60) Derivative securities (option pricing, hedging, etc.) (91G20) Actuarial mathematics (91G05)