The pricing of options for securities markets with delayed response (Q2372448)

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The pricing of options for securities markets with delayed response
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    Statements

    title
    The pricing of options for securities markets with delayed response (English)
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    author
    Yuriy Kazmerchuk
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    Jianhong Wu
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    Anatoliy Swishchuk
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    publication date
    27 July 2007
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    zbMATH Keywords
    (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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    Identifiers

    zbMATH DE Number
    5175313
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    OpenAlex ID
    W2136280267
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