Pricing formula for a barrier call option based on stochastic delay differential equation (Q6192363)
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scientific article; zbMATH DE number 7803468
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing formula for a barrier call option based on stochastic delay differential equation |
scientific article; zbMATH DE number 7803468 |
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Pricing formula for a barrier call option based on stochastic delay differential equation (English)
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12 February 2024
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pricing formula
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barrier call option
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stochastic delay differential equation
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conditional normality
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