A new generalized European option pricing model and the properties

zbMATH Open1424.91140MaRDI QIDQ5383530FDOQ5383530

Authors: Lin Xiao, Xiangqun Yang 

Publication date: 21 June 2019

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zbMATH Keywords

option pricingmartingale methodgeneralized European optionrandom expiration time

Mathematics Subject Classification ID

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

Cited In (3)

• Title not available (Why is that?)
• European option pricing model with generalized Ornstein-Uhlenbeck process under stochastic earning yield and stochastic dividend yield
• Title not available (Why is that?)

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