A FINANCIAL MARKET OF A STOCHASTIC DELAY EQUATION

DOI10.4134/BKMS.b180848zbMath1426.91270OpenAlexW3098975905MaRDI QIDQ5242401

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Publication date: 8 November 2019

Full work available at URL: https://www.koreascience.or.kr:443/article/JAKO201928463078662.pdf

zbMATH Keywords

hedgingoptionstochastic delay model

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Stopping times; optimal stopping problems; gambling theory (60G40) Derivative securities (option pricing, hedging, etc.) (91G20)

Cites Work

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