Pages that link to "Item:Q5051185"
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The following pages link to PRICING FORMULA FOR EXCHANGE OPTION BASED ON STOCHASTIC DELAY DIFFERENTIAL EQUATION WITH JUMPS (Q5051185):
Displaying 6 items.
- The pricing of European options on two underlying assets with delays (Q2150159) (← links)
- (Q3455963) (← links)
- A class of delay Black-Scholes models with jump (Q3462839) (← links)
- (Q5716693) (← links)
- Pricing formula for a barrier call option based on stochastic delay differential equation (Q6192363) (← links)
- Pricing formula of lookback option in stochastic delay differential equation model (Q6650774) (← links)