Stock option pricing with time delay (Q4688754)
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scientific article; zbMATH DE number 6961611
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Stock option pricing with time delay |
scientific article; zbMATH DE number 6961611 |
Statements
22 October 2018
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delayed backward stochastic differential equation
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advanced stochastic differential equation
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delay impact
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option pricing
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0.8438366055488586
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0.8244476914405823
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0.8126991987228394
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0.7972757816314697
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0.7828544974327087
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