A class of delay Black-Scholes models with jump (Q3462839)
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scientific article; zbMATH DE number 6531281
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|---|---|---|---|
| default for all languages | No label defined |
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| English | A class of delay Black-Scholes models with jump |
scientific article; zbMATH DE number 6531281 |
Statements
15 January 2016
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Black-Scholes formula
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Föllmer-Schweizer minimal measure
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Lévy process
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delay stochastic differential equation with jump
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0.8284028172492981
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0.8263769745826721
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0.7942158579826355
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0.7828544974327087
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0.781493604183197
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