Information for "Publication:5696880"
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Publication:5696880
Basic information
| Display title | THE PRICING OF EXOTIC OPTIONS BY MONTE–CARLO SIMULATIONS IN A LÉVY MARKET WITH STOCHASTIC VOLATILITY |
| Default sort key | 5696880 |
| Page length (in bytes) | 15 |
| Namespace ID | 4206 |
| Namespace | Publication |
| Page ID | 12845488 |
| Page content language | en - English |
| Page content model | wikitext |
| Indexing by robots | Allowed |
| Number of redirects to this page | 0 |
| Counted as a content page | Yes |
| MaRDI portal item ID | Q5696880 |
| Central description | scientific article; zbMATH DE number 2216256 |
Page protection
| Edit | Allow only users with "overwriteprofilepages" permission (infinite) |
| Move | Allow only users with "overwriteprofilepages" permission (infinite) |
Edit history
| Page creator | Import240305080351 (talk | contribs) |
| Date of page creation | 04:37, 7 March 2024 |
| Latest editor | Import240305080351 (talk | contribs) |
| Date of latest edit | 04:37, 7 March 2024 |
| Total number of edits | 1 |
| Recent number of edits (within past 365 days) | 1 |
| Recent number of distinct authors | 1 |
Page properties
| Transcluded templates (12) | Templates used on this page:
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