Delay Stochastic Models in Finance (Q2958818)

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Language	Label	Description	Also known as
English	Delay Stochastic Models in Finance	scientific article

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scholarly article

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Delay Stochastic Models in Finance (English)

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zbMATH Open document ID

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10.1007/978-3-319-30379-6_51

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Anatoliy Swishchuk

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Mathematical and Computational Approaches in Advancing Modern Science and Engineering

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publication date

3 February 2017

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Mathematics Subject Classification ID

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zbMATH DE Number

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/978-3-319-30379-6_51

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A Delayed Black and Scholes Formula

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Generalized autoregressive conditional heteroscedasticity

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ARCH modeling in finance. A review of the theory and empirical evidence

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A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options

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Theory, stochastic stability and applications of stochastic delay differential equations: a survey of results

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The pricing of options for securities markets with delayed response

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A stochastic delay financial model

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Mathematics(1 entry)

mardi Publication:2958818

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