PRICING FORMULA FOR EXCHANGE OPTION BASED ON STOCHASTIC DELAY DIFFERENTIAL EQUATION WITH JUMPS (Q5051185): Difference between revisions
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Revision as of 09:03, 30 July 2024
scientific article; zbMATH DE number 7621894
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PRICING FORMULA FOR EXCHANGE OPTION BASED ON STOCHASTIC DELAY DIFFERENTIAL EQUATION WITH JUMPS |
scientific article; zbMATH DE number 7621894 |
Statements
PRICING FORMULA FOR EXCHANGE OPTION BASED ON STOCHASTIC DELAY DIFFERENTIAL EQUATION WITH JUMPS (English)
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22 November 2022
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Black-Scholes model
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delay differential equations with jumps
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European call option
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exchange option
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pricing formula
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