A Delayed Black and Scholes Formula (Q3444689): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q1808699 |
Changed an Item |
||
| Property / author | |||
| Property / author: Yaozhong Hu / rank | |||
Normal rank | |||
Revision as of 13:45, 29 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Delayed Black and Scholes Formula |
scientific article |
Statements
A Delayed Black and Scholes Formula (English)
0 references
4 June 2007
0 references
Black and Scholes formula
0 references
equivalent martingale measure
0 references
option pricing
0 references
stochastic delay model
0 references
