The European option with hereditary price structures: Basic theory

Applied Mathematics and Computation

Volumn 102, Issue 2-3, 1999, Pages 279-296

  Chang, Mou Hsiung ^a   Youree, Roger K ^a  

^a University of Alabama in Huntsville ^*  (United States)

Author keywords

60G44; 60H30; 90A09; 90A16; European option; Option pricing; Stochastic functional differential equations

Indexed keywords

EID: 0040368224     PISSN: 00963003     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0096-3003(98)10035-8     Document Type: Article

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