Pricing analysis of Delibao-related financial product

zbMATH Open1174.91455MaRDI QIDQ5320153FDOQ5320153

Baojun Bian, Jie Chen, Yang Wang

Publication date: 22 July 2009

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zbMATH Keywords

convexityHamilton-Jacobi-Bellman equationnumerical analysisuniquenessfinancial product

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Financial applications of other theories (91G80)

Cited In (2)

• Mathematical model for pricing a class of triggered exchange rate option
• Research on Delibao ``Huancheng financing product series issued by bank of communications

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