A Delayed Black and Scholes Formula (Q3444689): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2009602427 / rank | |||
Normal rank | |||
Revision as of 21:36, 19 March 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
