A Delayed Black and Scholes Formula (Q3444689)

From MaRDI portal
Revision as of 19:40, 4 February 2024 by Import240129110113 (talk | contribs) (Added link to MaRDI item.)
scientific article
Language Label Description Also known as
English
A Delayed Black and Scholes Formula
scientific article

    Statements

    title
    A Delayed Black and Scholes Formula (English)
    0 references
    author
    Mercedes Arriojas
    0 references
    Q208046
    0 references
    Gyula Pap
    0 references
    publication date
    4 June 2007
    0 references
    zbMATH Keywords
    Black and Scholes formula
    0 references
    equivalent martingale measure
    0 references
    option pricing
    0 references
    stochastic delay model
    0 references

    Identifiers

    Mathematics Subject Classification ID
    60H30
    0 references
    60H05
    0 references
    60H07
    0 references
    60H10
    0 references
    91G20
    0 references
    zbMATH DE Number
    5161384
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q3444689&oldid=16756274"
    Powered by MediaWiki