Pages that link to "Item:Q3462839"
From MaRDI portal
The following pages link to A class of delay Black-Scholes models with jump (Q3462839):
Displaying 5 items.
- A delayed stochastic volatility correction to the constant elasticity of variance model (Q517196) (← links)
- Bubbles and crashes in a Black-Scholes model with delay (Q1936825) (← links)
- Value functions in a regime switching jump diffusion with delay market model (Q2671163) (← links)
- On the Solution of the Black-Sholes Equation with Jump Process (Q3018085) (← links)
- PRICING FORMULA FOR EXCHANGE OPTION BASED ON STOCHASTIC DELAY DIFFERENTIAL EQUATION WITH JUMPS (Q5051185) (← links)