A pricing formula for delayed claims : appreciating the past to value the future
Enrico Biffis, Beniamin Goldys, Cecilia Prosdocimi, Margherita Zanella
| Year of publication: |
2023
|
|---|---|
| Authors: | Biffis, Enrico ; Goldys, Ben ; Prosdocimi, Cecilia ; Zanella, Margherita |
| Subject: | Delay equations | Human capital | No-arbitrage pricing | Sticky wages | Stochastic functional differential equations |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11579-022-00331-7 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014328919