scientific article; zbMATH DE number 6961611

DOI10.6040/J.ISSN.1671-9352.2.2017.156zbMath1413.91096MaRDI QIDQ4688754

Li Chen, Ling Lin

Publication date: 22 October 2018

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

option pricingadvanced stochastic differential equationdelayed backward stochastic differential equationdelay impact

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Financial applications of other theories (91G80) Derivative securities (option pricing, hedging, etc.) (91G20)

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