PRICING FORMULA FOR EXCHANGE OPTION BASED ON STOCHASTIC DELAY DIFFERENTIAL EQUATION WITH JUMPS (Q5051185)
From MaRDI portal
scientific article; zbMATH DE number 7621894
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PRICING FORMULA FOR EXCHANGE OPTION BASED ON STOCHASTIC DELAY DIFFERENTIAL EQUATION WITH JUMPS |
scientific article; zbMATH DE number 7621894 |
Statements
PRICING FORMULA FOR EXCHANGE OPTION BASED ON STOCHASTIC DELAY DIFFERENTIAL EQUATION WITH JUMPS (English)
0 references
22 November 2022
0 references
Black-Scholes model
0 references
delay differential equations with jumps
0 references
European call option
0 references
exchange option
0 references
pricing formula
0 references
0 references
