P(I)DE approach for Indonesian options pricing

zbMATH Open1274.91412MaRDI QIDQ3000356FDOQ3000356

Authors: Gunardi, J. A. M. van der Weide, Subanar, Sri Haryatmi 

Publication date: 18 May 2011

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Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

Cited In (1)

• THE GREEKS OF INDONESIAN CALL OPTION

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