A Delayed Black and Scholes Formula (Q3444689): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 19:40, 4 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