Zobrazeno 1 - 3
of 3
pro vyhledávání: '"Ho-Bom Jo"'
Publikováno v:
Iranian Journal of Science and Technology, Transactions A: Science. 46:461-473
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::eef1a9bac572a92a58845afc1bea2f05
https://doi.org/10.1007/s40995-022-01273-x
https://doi.org/10.1007/s40995-022-01273-x
Publikováno v:
Probability in the Engineering and Informational Sciences. 36:548-563
This paper deals with pricing formulae for a European call option and an exchange option in the case where underlying asset price processes are represented by stochastic delay differential equations with jumps (hereafter “SDDEJ”). We introduce a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8aaace1f0d5350ef69cc4e30de9f5c51
https://doi.org/10.1017/s0269964820000546
https://doi.org/10.1017/s0269964820000546
Publikováno v:
Journal of Computational and Applied Mathematics. 416:114496
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::872bac56711e3a3314bf1c2122c7fc73
https://doi.org/10.1016/j.cam.2022.114496
https://doi.org/10.1016/j.cam.2022.114496