Pricing European options in a delay model with jumps
Zaheer Imdad; Tusheng Zhang
| Year of publication: |
2014
|
|---|---|
| Authors: | Imdad, Zaheer ; Zhang, Tusheng |
| Published in: |
Journal of financial engineering. - Hackensack, NJ : World Scientific, ISSN 2345-7686, ZDB-ID 2813048-0. - Vol. 1.2014, 4, p. 1-13
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| Subject: | Black-Scholes formula | options pricing | stochastic delay differential equations | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Black-Scholes-Modell | Black-Scholes model | Analysis | Mathematical analysis | Optionsgeschäft | Option trading |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010508745