16 citations · 19 across the 2 of their papers we have counts for
4 papers · 1 filter
A Delayed Black and Scholes Formula II
Mercedes Arriojas, Yaozhong Hu, Salah-Eldin Mohammed +1
This article is a sequel to [A.H.M.P]. In [A.H.M.P], we develop an explicit formula for pricing European options when the underlying stock price follows a non-linear stochastic del…
A Delayed Black and Scholes Formula I
Mercedes Arriojas, Yaozhong Hu, Salah-Eldin Mohammed +1
In this article we develop an explicit formula for pricing European options when the underlying stock price follows a non-linear stochastic differential delay equation (sdde). We b…
The Stable Manifold Theorem for Semilinear Stochastic Evolution Equations and Stochastic Partial Differential Equations II: Existence of stable and unstable manifolds
Salah-Eldin A. Mohammed, Tusheng Zhang, Huaizhong Zhao
This article is a sequel to [M.Z.Z.1] aimed at completing the characterization of the pathwise local structure of solutions of semilinear stochastic evolution equations (see's) and…
The Stable Manifold Theorem for Semilinear Stochastic Evolution Equations and Stochastic Partial Differential Equations I: The Stochastic Semiflow
Salah-Eldin A Mohammed, Tusheng Zhang, Huaizhong Zhao
The main objective of this work is to characterize the pathwise local structure of solutions of semilinear stochastic evolution equations (see's) and stochastic partial differentia…