Pages that link to "Item:Q2480781"
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The following pages link to Infinite-dimensional Black-Scholes equation with hereditary structure (Q2480781):
Displaying 7 items.
- An approximation scheme for Black-Scholes equations with delays (Q601061) (← links)
- Spectral approximation of infinite-dimensional Black-Scholes equations with memory (Q965863) (← links)
- Stochastic systems with memory and jumps (Q1736185) (← links)
- Robustness analysis on the pricing of some options on two assets with delays (Q2163926) (← links)
- Optimal control for stochastic Volterra equations with multiplicative Lévy noise (Q2179109) (← links)
- Option pricing under a normal mixture distribution derived from the Markov tree model (Q2253395) (← links)
- Viscosity Solution of Optimal Stopping Problem for Stochastic Systems with Bounded Memory (Q3145067) (← links)
