New analytical option pricing models with Weyl–Titchmarsh theory
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Publication:2873531
DOI10.1080/14697688.2010.503659zbMath1279.91168MaRDI QIDQ2873531
Publication date: 24 January 2014
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697688.2010.503659
91G20: Derivative securities (option pricing, hedging, etc.)
Related Items
Cites Work
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