A Delayed Black and Scholes Formula 

Authors: Mercedes Arriojas ^a;  Yaozhong Hu ^b;  Salah-Eldin Mohammed ^c; Gyula Pap ^d

Affiliations:	a Facultad de Cienaes, Universidad Central de Venezuela, Caracas, Venezuela
	b Department of Mathematics, University of Kansas, Lawrence, Kansas, USA
	c Department of Mathematics, Southern Illinois University at Carbondale, Carbondale, Illinois, USA
	d Institute of Mathematics and Informatics, University of Debrecen, Debrecen, Hungary

DOI: 10.1080/07362990601139669

Publication Frequency: 6 issues per year

Published in: Stochastic Analysis and Applications, Volume 25, Issue 2 March 2007 , pages 471 - 492

Subjects: Statistics & Probability; Stochastic Models & Processes;

Formats available: HTML (English) : PDF (English)

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