scientific article; zbMATH DE number 7071390

DOI10.3969/j.issn.1001-4616.2018.02.004zbMath1424.91122MaRDI QIDQ5381778

Xueru Liu, Jiangjiang Dong, Kai Gao

Publication date: 21 June 2019

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

zbMATH Keywords

Ornstein-Uhlenbeck processmartingalecomplex chooser option pricinginsurance actuarialmeasure transforms

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Diffusion processes (60J60) Derivative securities (option pricing, hedging, etc.) (91G20)

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