Pages that link to "Item:Q3444689"

The following pages link to A Delayed Black and Scholes Formula (Q3444689):

Displaying 14 items.

• A Feynman-Kac type formula for a fixed delay CIR model (Q5378408) (← links)
• The Milstein Scheme for Stochastic Delay Differential Equations Without Using Anticipative Calculus (Q5388155) (← links)
• Delay geometric Brownian motion in financial option valuation (Q5411907) (← links)
• Strong Convergence of Euler Approximations of Stochastic Differential Equations with Delay Under Local Lipschitz Condition (Q5413859) (← links)
• Finite horizon stochastic <i>H</i>₂/<i>H</i>_∞ control with discrete and distributed delays (Q5855333) (← links)
• Delay Ait-Sahalia-type interest rate model with jumps and its strong approximation (Q6075444) (← links)
• Stability of stochastic time-delay systems involving delayed impulses (Q6103015) (← links)
• A pricing formula for delayed claims: appreciating the past to value the future (Q6113170) (← links)
• Strong convergence rate of implicit Euler scheme to a CIR model with delay (Q6169226) (← links)
• Pricing formula for a barrier call option based on stochastic delay differential equation (Q6192363) (← links)
• Stochastic maximum principle for control systems with time-varying delay (Q6590425) (← links)
• \(\epsilon\)-Nash mean-field games for stochastic linear-quadratic systems with delay and applications (Q6612338) (← links)
• A model specification test for nonlinear stochastic diffusions with delay (Q6635304) (← links)
• Pricing formula of lookback option in stochastic delay differential equation model (Q6650774) (← links)