A stochastic delay model for pricing debt and equity: numerical techniques and applications (Q2513817)
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 6392162
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A stochastic delay model for pricing debt and equity: numerical techniques and applications |
scientific article; zbMATH DE number 6392162 |
Statements
A stochastic delay model for pricing debt and equity: numerical techniques and applications (English)
0 references
29 January 2015
0 references
nonlinear differential equations
0 references
delay equations
0 references
debt security
0 references
equity
0 references
computational finance
0 references
forecasting
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8270072937011719
0 references
0.7176104187965393
0 references
0.7144821286201477
0 references
0.7139337658882141
0 references
0.7057169079780579
0 references
