Q3501474
type: Item
instance of: scholarly article
zbMATH Open document ID: 1150.91396
author: Hengyu Wu
author: Jianglin Lü
author: Xiaoping Min
publication date: 2008-06-03T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 5284193
zbMATH Keywords: default risk
zbMATH Keywords: stochastic liabilities
zbMATH Keywords: European option
MaRDI profile type: MaRDI publication profile
Recommended article: Valuation of European Options Under an Uncertain Market Price of Volatility Risk
Recommended article: Valuation of European option under uncertain volatility model
Recommended article: Q3538096
Recommended article: The valuation of European options in uncertain environment
Recommended article: Valuation of European options with stochastic interest rates and transaction costs
Recommended article: Valuation of European continuous-installment options
Recommended article: European option pricing formula in risk-aversive markets
Recommended article: Pricing European Options Under Stochastic Volatilities Models
Recommended article: On valuing and hedging European options when volatility is estimated directly
description: scientific article; zbMATH DE number 5284193