The pricing of options for securities markets with delayed response (Q2372448)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5175313
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | The pricing of options for securities markets with delayed response |
scientific article; zbMATH DE number 5175313 |
Statements
The pricing of options for securities markets with delayed response (English)
0 references
27 July 2007
0 references
(B,S)-securities market
0 references
stochastic delay differential equations
0 references
GARCH
0 references
Black-Scholes formula
0 references
0 references
0.8996495
0 references
0.88842326
0 references
0 references
0 references
0 references
0.87682134
0 references
