scientific article; zbMATH DE number 5257880
From MaRDI portal
zbMath1144.91329MaRDI QIDQ5454921
Publication date: 3 April 2008
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic models in economics (91B70) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic functional-differential equations (34K50)
Related Items
PRICING FORMULA FOR EXCHANGE OPTION BASED ON STOCHASTIC DELAY DIFFERENTIAL EQUATION WITH JUMPS, A nonlinear Kolmogorov equation for stochastic functional delay differential equations with jumps, Analysis of variance based instruments for Ornstein-Uhlenbeck type models: swap and price index, Delay Stochastic Models in Finance, VARIANCE AND VOLATILITY SWAPS UNDER A TWO-FACTOR STOCHASTIC VOLATILITY MODEL WITH REGIME SWITCHING, Analytic solutions for variance swaps with double-mean-reverting volatility, Pricing variance swaps for stochastic volatilities with delay and jumps, Fractional Barndorff-Nielsen and Shephard model: applications in variance and volatility swaps, and hedging, Variance and volatility swaps valuations with the stochastic liquidity risk, Variance swaps, volatility swaps, hedging and bounds under multi-factor Heston stochastic volatility model
