The pricing of options for securities markets with delayed response (Q2372448): Difference between revisions
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Revision as of 08:37, 16 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The pricing of options for securities markets with delayed response |
scientific article |
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The pricing of options for securities markets with delayed response (English)
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27 July 2007
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(B,S)-securities market
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stochastic delay differential equations
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GARCH
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Black-Scholes formula
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