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"An approximation scheme for Black-Scholes equations with delays."

Mou-Hsiung Chang, Tao Pang, Moustapha Pemy (2010)

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DOI: 10.1007/S11424-010-0139-6

access: closed

type: Journal Article

metadata version: 2024-10-06

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Mou-Hsiung Chang, Tao Pang, Moustapha Pemy:
An approximation scheme for Black-Scholes equations with delays. J. Syst. Sci. Complex. 23(3): 438-455 (2010)

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