The pricing of options for securities markets with delayed response (Q2372448): Difference between revisions

@@ Property / author @@
-Anatoliy Swishchuk
@@ Property / author: Anatoliy Swishchuk / rank @@
-Normal rank
@@ Property / author @@
+Anatoliy Swishchuk
@@ Property / author: Anatoliy Swishchuk / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.matcom.2006.09.002
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@@ Property / OpenAlex ID @@
+W2136280267
@@ Property / OpenAlex ID: W2136280267 / rank @@
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@@ Property / cites work @@
+Pricing and hedging derivative securities in markets with uncertain volatilities
+Normal rank
@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
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+Generalized autoregressive conditional heteroscedasticity
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+Uncertain volatility models -- theory and application
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+The European option with hereditary price structures
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+THE GARCH OPTION PRICING MODEL
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+Analog of the black-scholes formula for option pricing under conditions of (b, s, x)-incomplete market of securities with jumps
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+Q4863379
@@ Property / cites work: Q4863379 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:2372448