An approximation scheme for Black-Scholes equations with delays
type: Item
instance of: scholarly article
title: An approximation scheme for Black-Scholes equations with delays
zbMATH Open document ID: 1198.91227
author: Mou-Hsiung Chang
author: Tao Pang
author: Moustapha Pemy
published in: Journal of Systems Science and Complexity
publication date: 2010-11-03T00:00:00Z
Mathematics Subject Classification ID: 91G60
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 65M06
zbMATH DE Number: 5809965
zbMATH Keywords: Black-Scholes equation
zbMATH Keywords: finite difference
zbMATH Keywords: stochastic functional differential equations
zbMATH Keywords: viscosity solutions
Wikidata QID: Q57439903
MaRDI profile type: Publication
full work available at URL: s11424-010-0139-6
OpenAlex ID: W2093267762
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DBLP publication ID: journals/jossac/ChangPP10
DOI: 10.1007/S11424-010-0139-6
description: scientific article; zbMATH DE number 5809965