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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: journal Stochastic Analysis and Applications, Volume 25, Issue 2 March 2007 , pages 471 - 492
Formats available: HTML (English) : PDF (English)

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