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A pricing formula for delayed claims: appreciating the past to value the future - MaRDI portal

A pricing formula for delayed claims: appreciating the past to value the future (Q6113170)

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scientific article; zbMATH DE number 7709673
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English
A pricing formula for delayed claims: appreciating the past to value the future
scientific article; zbMATH DE number 7709673

    Statements

    title
    A pricing formula for delayed claims: appreciating the past to value the future (English)
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    author
    Enrico Biffis
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    Beniamin Goldys
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    Cecilia Prosdocimi
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    Margherita Zanella
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    publication date
    10 July 2023
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    zbMATH Keywords
    stochastic functional differential equations
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    delay equations
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    no-arbitrage pricing
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    human capital
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    sticky wages
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    Identifiers

    arXiv ID
    1505.04914
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    Mathematics Subject Classification ID
    91G20
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    34K50
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    91G10
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    zbMATH DE Number
    7709673
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    OpenAlex ID
    W3121523580
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