scientific article; zbMATH DE number 6612433
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Publication:2993889
zbMATH Open1349.91267MaRDI QIDQ2993889FDOQ2993889
Authors: Yan Dong
Publication date: 10 August 2016
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Derivative securities (option pricing, hedging, etc.) (91G20) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Financial applications of other theories (91G80)
Cited In (4)
- Barrier options' pricing under the nonlinear Black-Scholes model
- Pricing perpetual put options by the Black-Scholes equation with a nonlinear volatility function
- The pricing of step options under the nonlinear Black-Scholes model
- The pricing of geometric average Asian options under the nonlinear Black-Scholes model
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