Pages that link to "Item:Q3444689"
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The following pages link to A Delayed Black and Scholes Formula (Q3444689):
Displayed 50 items.
- Stochastic recursive optimal control problem with time delay and applications (Q256324) (← links)
- The stochastic maximum principle for optimal control problems of delay systems involving continuous and impulse controls (Q360987) (← links)
- A delayed stochastic volatility correction to the constant elasticity of variance model (Q517196) (← links)
- Pricing variance swaps for stochastic volatilities with delay and jumps (Q538918) (← links)
- A type of general forward-backward stochastic differential equations and applications (Q545411) (← links)
- An approximation scheme for Black-Scholes equations with delays (Q601061) (← links)
- Nonlinear filtering for stochastic systems with fixed delay: approximation by a modified Milstein scheme (Q639060) (← links)
- Exponential ergodicity for a class of non-Markovian stochastic processes (Q783281) (← links)
- Spectral approximation of infinite-dimensional Black-Scholes equations with memory (Q965863) (← links)
- Maximum principle for the stochastic optimal control problem with delay and application (Q976280) (← links)
- From quantum mechanics to finance: microfoundations for jumps, spikes and high volatility phases in diffusion price processes (Q1620384) (← links)
- An indefinite stochastic linear quadratic optimal control problem with delay and related forward-backward stochastic differential equations (Q1626521) (← links)
- Maximum principle for near-optimality of stochastic delay control problem (Q1628658) (← links)
- Non-zero sum differential games of anticipated forward-backward stochastic differential delayed equations under partial information and application (Q1711108) (← links)
- Moments of the asset price for the Barndorff-Nielsen and Shephard model (Q1728116) (← links)
- Stochastic systems with memory and jumps (Q1736185) (← links)
- A Legendre-based computational method for solving a class of Itô stochastic delay differential equations (Q1736409) (← links)
- Delayed stochastic linear-quadratic control problem and related applications (Q1760858) (← links)
- Bubbles and crashes in a Black-Scholes model with delay (Q1936825) (← links)
- Tamed EM scheme of neutral stochastic differential delay equations (Q2012612) (← links)
- A financial market with singular drift and no arbitrage (Q2037760) (← links)
- The strong convergence and stability of explicit approximations for nonlinear stochastic delay differential equations (Q2066233) (← links)
- The pricing of European options on two underlying assets with delays (Q2150159) (← links)
- Maximum principle for stochastic optimal control problem with distributed delays (Q2154854) (← links)
- Robustness analysis on the pricing of some options on two assets with delays (Q2163926) (← links)
- Stochastic optimal control problem in advertising model with delay (Q2219855) (← links)
- Option pricing under a normal mixture distribution derived from the Markov tree model (Q2253395) (← links)
- Market delay and \(G\)-expectations (Q2289806) (← links)
- A stochastic approach to path-dependent nonlinear Kolmogorov equations via BSDEs with time-delayed generators and applications to finance (Q2301492) (← links)
- Successive approximation of SFDEs with finite delay driven by \(G\)-Brownian motion (Q2318923) (← links)
- A second-order maximum principle for singular optimal controls with recursive utilities of stochastic delay systems (Q2335461) (← links)
- Stochastic maximum principle for optimal control problems of forward-backward delay systems involving impulse controls (Q2400449) (← links)
- Moderate deviations for neutral stochastic differential delay equations with jumps (Q2405926) (← links)
- A nonlinear Kolmogorov equation for stochastic functional delay differential equations with jumps (Q2410984) (← links)
- A note on Euler approximations for stochastic differential equations with delay (Q2441390) (← links)
- Long-term behavior of stochastic interest rate models with jumps and memory (Q2446007) (← links)
- A stochastic delay model for pricing debt and equity: numerical techniques and applications (Q2513817) (← links)
- Maximum principle for non-zero sum stochastic differential game with discrete and distributed delays (Q2661897) (← links)
- The convergence of a numerical scheme for additive fractional stochastic delay equations with \(H>\frac 12\) (Q2666486) (← links)
- <i>H</i><sub>2</sub>/<i>H</i><sub>∞</sub>control for stochastic systems with delay (Q2799295) (← links)
- Maximum principle for optimal control of anticipated forward-backward stochastic differential delayed systems with regime switching (Q2800474) (← links)
- Arithmetic Asian Options under Stochastic Delay Models (Q2889598) (← links)
- Delay Stochastic Models in Finance (Q2958818) (← links)
- Recursive Stochastic<i>H</i><sub>2</sub>/<i>H</i><sub><i>∞</i></sub>Control Problem for Delay Systems Involving Continuous and Impulse Controls (Q2970913) (← links)
- Viscosity Solution of Optimal Stopping Problem for Stochastic Systems with Bounded Memory (Q3145067) (← links)
- Convergence of Numerical Approximation for Jump Models Involving Delay and Mean-Reverting Square Root Process (Q3168702) (← links)
- Difference equations with random delay (Q3634513) (← links)
- PRICING FORMULA FOR EXCHANGE OPTION BASED ON STOCHASTIC DELAY DIFFERENTIAL EQUATION WITH JUMPS (Q5051185) (← links)
- Large deviations for neutral functional SDEs with jumps (Q5265774) (← links)
- Necessary and sufficient conditions for near-optimality of stochastic delay systems (Q5375892) (← links)