Pages that link to "Item:Q601061"
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The following pages link to An approximation scheme for Black-Scholes equations with delays (Q601061):
Displaying 7 items.
- Diffusion approximation in past dependent models and applications to option pricing (Q811003) (← links)
- Spectral approximation of infinite-dimensional Black-Scholes equations with memory (Q965863) (← links)
- On the approximation of the Black and Scholes call function (Q2222059) (← links)
- Option pricing under a normal mixture distribution derived from the Markov tree model (Q2253395) (← links)
- Infinite-dimensional Black-Scholes equation with hereditary structure (Q2480781) (← links)
- Approximation of optimal prices when basic data are weakly dependent (Q2814608) (← links)
- A class of delay Black-Scholes models with jump (Q3462839) (← links)