2
Publications
191
Citations
2
H-Index
2006
Active since
Affiliations
Central University of Venezuela(Current)
Mercedes Arriojas is an author at Central University of Venezuela specializing in asset pricing, option pricing, and business.
Top concepts
BusinessAsset PricingOption PricingBlack-scholes ModelStochastic CalculusFinanceFinancial EconomicsFinancial EngineeringStochastic VolatilityStochastic Differential Equations
Publications per year
2006–2007
2
2
A Delayed Black and Scholes Formula
Mercedes Arriojas, Yaozhong Hu, Salah-Eldin A. Mohammed et al. · Stochastic Analysis and Applications · 2007 · 175 citations · Full text
Option Pricing, Black-scholes Model, Financial Economics +12
A Delayed Black and Scholes Formula I
Mercedes Arriojas, Yaozhong Hu, Salah-Eldin A. Mohammed et al. · ArXiv.org · 2006 · 16 citations · Full text
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