Pages that link to "Item:Q5411907"
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The following pages link to Delay geometric Brownian motion in financial option valuation (Q5411907):
Displaying 15 items.
- Stochastic recursive optimal control problem with time delay and applications (Q256324) (← links)
- Market attention and Bitcoin price modeling: theory, estimation and option pricing (Q777928) (← links)
- Continuous dependence for stochastic functional differential equations with state-dependent regime-switching on initial values (Q2025264) (← 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)
- Optimal reinsurance and investment strategy for an insurer in a model with delay and jumps (Q2195957) (← links)
- Truncated EM numerical method for generalised Ait-Sahalia-type interest rate model with delay (Q2199791) (← links)
- A global maximum principle for stochastic optimal control problems with delay and applications (Q2243004) (← links)
- Robust Portfolio Choice with Sticky Wages (Q5097225) (← links)
- Delay Ait-Sahalia-type interest rate model with jumps and its strong approximation (Q6075444) (← links)
- A pricing formula for delayed claims: appreciating the past to value the future (Q6113170) (← links)
- Stochastic maximum principle for control systems with time-varying delay (Q6590425) (← links)
- Numerical approximation of a hybrid Poisson-jump Ait-Sahalia-type interest rate model with delay (Q6596382) (← links)
- Stochastic maximum principle for optimal control problems with mixed delays and noisy observations (Q6607505) (← links)
- A general maximum principle for optimal control of stochastic differential delay systems (Q6663103) (← links)
