Delay Stochastic Models in Finance
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Publication:2958818
DOI10.1007/978-3-319-30379-6_51zbMath1355.91085OpenAlexW2475845942MaRDI QIDQ2958818
Publication date: 3 February 2017
Published in: Mathematical and Computational Approaches in Advancing Modern Science and Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-319-30379-6_51
Cites Work
- ARCH modeling in finance. A review of the theory and empirical evidence
- Generalized autoregressive conditional heteroscedasticity
- The pricing of options for securities markets with delayed response
- Theory, stochastic stability and applications of stochastic delay differential equations: a survey of results
- A Delayed Black and Scholes Formula
- A stochastic delay financial model
- A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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