Pages that link to "Item:Q2372448"
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The following pages link to The pricing of options for securities markets with delayed response (Q2372448):
Displayed 23 items.
- Exponential stability of stochastic nonlinear dynamical price system with delay (Q460218) (← links)
- Pricing variance swaps for stochastic volatilities with delay and jumps (Q538918) (← links)
- An approximation scheme for Black-Scholes equations with delays (Q601061) (← links)
- Portfolio theory of optimal isometric force production: variability predictions and nonequilibrium fluctuation-dissipation theorem (Q637817) (← links)
- Kramers-Moyal expansion for stochastic differential equations with single and multiple delays: applications to financial physics and neurophysics (Q942660) (← links)
- Time-dependent solutions for stochastic systems with delays: perturbation theory and applications to financial physics (Q950967) (← links)
- Spectral approximation of infinite-dimensional Black-Scholes equations with memory (Q965863) (← links)
- Maximum principle for the stochastic optimal control problem with delay and application (Q976280) (← links)
- Stochastic systems with memory and jumps (Q1736185) (← links)
- Robust discrete-time super-hedging strategies under AIP condition and under price uncertainty (Q2094856) (← links)
- Fluctuations-induced regime shifts in the endogenous credit system with time delay (Q2120461) (← links)
- The pricing of European options on two underlying assets with delays (Q2150159) (← links)
- Robustness analysis on the pricing of some options on two assets with delays (Q2163926) (← links)
- Option pricing under a normal mixture distribution derived from the Markov tree model (Q2253395) (← links)
- The risks and returns of stock investment in a financial market (Q2284015) (← links)
- A stochastic approach to path-dependent nonlinear Kolmogorov equations via BSDEs with time-delayed generators and applications to finance (Q2301492) (← links)
- A second-order maximum principle for singular optimal controls with recursive utilities of stochastic delay systems (Q2335461) (← links)
- An adaptive weak continuous Euler-Maruyama method for stochastic delay differential equations (Q2346272) (← links)
- Infinite-dimensional Black-Scholes equation with hereditary structure (Q2480781) (← links)
- Delay Stochastic Models in Finance (Q2958818) (← links)
- Viscosity Solution of Optimal Stopping Problem for Stochastic Systems with Bounded Memory (Q3145067) (← links)
- Difference equations with random delay (Q3634513) (← links)
- PRICING FORMULA FOR EXCHANGE OPTION BASED ON STOCHASTIC DELAY DIFFERENTIAL EQUATION WITH JUMPS (Q5051185) (← links)