Publication:4688754

DOI10.6040/j.issn.1671-9352.2.2017.156zbMath1413.91096MaRDI QIDQ4688754

Li Chen, Ling Lin

Publication date: 22 October 2018

zbMATH Keywords

option pricing; advanced stochastic differential equation; delayed backward stochastic differential equation; delay impact

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

91G80: Financial applications of other theories

91G20: Derivative securities (option pricing, hedging, etc.)