Open AccessNumerical simulation of European option payoff based on stochastic differential delay equations
Author(s) -
Hui Yu
Publication year - 2018
Publication title -
mathematical modelling and engineering problems
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.26
H-Index - 11
eISSN - 2369-0747
pISSN - 2369-0739
DOI - 10.18280/mmep.050207
Subject(s) - stochastic game , stochastic differential equation , mathematics , computer science , mathematical economics
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