scientific article; zbMATH DE number 6453600
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Publication:5260202
DOI10.3969/J.ISSN.1001-4268.2014.05.007zbMath1324.91058MaRDI QIDQ5260202
Guoxiang Liu, Quanxin Zhu, Xiangqiang Zhang
Publication date: 29 June 2015
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Esscher transformbarrier exchange optioncompound exchange optiongeneralized exchange optiontraffic-light option
Derivative securities (option pricing, hedging, etc.) (91G20) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)
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