Pages that link to "Item:Q1294213"

The following pages link to The European option with hereditary price structures (Q1294213):

Displaying 19 items.

• Convergence and stability of balanced methods for stochastic delay integro-differential equations (Q275023) (← links)
• Pricing variance swaps for stochastic volatilities with delay and jumps (Q538918) (← links)
• An approximation scheme for Black-Scholes equations with delays (Q601061) (← links)
• On the positivity and zero crossings of solutions of stochastic Volterra integrodifferential equations (Q606239) (← links)
• Spectral approximation of infinite-dimensional Black-Scholes equations with memory (Q965863) (← links)
• The European option with hereditary price structures (Q1294213) (← links)
• Stochastic systems with memory and jumps (Q1736185) (← links)
• Split-step theta method for stochastic delay integro-differential equations with mean square exponential stability (Q2010752) (← links)
• Strong convergence and stability of the split-step theta method for highly nonlinear neutral stochastic delay integro differential equation (Q2192632) (← links)
• A stochastic approach to path-dependent nonlinear Kolmogorov equations via BSDEs with time-delayed generators and applications to finance (Q2301492) (← links)
• The pricing of options for securities markets with delayed response (Q2372448) (← links)
• A nonlinear Kolmogorov equation for stochastic functional delay differential equations with jumps (Q2410984) (← links)
• Hereditary portfolio optimization with taxes and fixed plus proportional transaction costs. I. (Q2478407) (← links)
• Infinite-dimensional Black-Scholes equation with hereditary structure (Q2480781) (← links)
• Mean-square exponential stability of stochastic theta methods for nonlinear stochastic delay integro-differential equations (Q2511052) (← links)
• Viscosity Solution of Optimal Stopping Problem for Stochastic Systems with Bounded Memory (Q3145067) (← links)
• Brief history of optimal control theory and some recent developments (Q5225285) (← links)
• Multi-Step Maruyama Methods for Stochastic Delay Differential Equations (Q5421603) (← links)
• An explicit approximation for super-linear stochastic functional differential equations (Q6190447) (← links)