AN APPROXIMATION SCHEME FOR BLACK-SCHOLES EQUATIONS WITHDELAYS

Mou-Hsiung CHANG;Tao PANG;Moustapha PEMY

Journal of Systems Science & Complexity ›› 2010, Vol. 23 ›› Issue (3) : 438-455.

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Journal of Systems Science & Complexity ›› 2010, Vol. 23 ›› Issue (3) : 438-455. DOI: 10.1007/s11424-010-0139-6
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AN APPROXIMATION SCHEME FOR BLACK-SCHOLES EQUATIONS WITHDELAYS

  • Mou-Hsiung CHANG(1), Tao PANG(2), Moustapha PEMY(3)
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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Complexity, 2010, 23(3): 438-455 https://doi.org/10.1007/s11424-010-0139-6

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