The pricing of options for securities markets with delayed response
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Bhat, Harish S. & Kumar, Nitesh, 2012. "Option pricing under a normal mixture distribution derived from the Markov tree model," European Journal of Operational Research, Elsevier, vol. 223(3), pages 762-774.
- Flavia Sancier & Salah Mohammed, 2017. "An Option Pricing Model with Memory," Papers 1709.00468, arXiv.org.
- repec:eee:phsmap:v:495:y:2018:i:c:p:143-151 is not listed on IDEAS
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Keywords(B; S)-securities market; Stochastic delay differential equations; GARCH; Black–Scholes formula;
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