Analytic models for parameter dependency in option price modelling
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Publication:312173
DOI10.1007/s11075-015-0084-5zbMath1410.91442OpenAlexW2286847393MaRDI QIDQ312173
Maryna Lukach, Oliver Salazar Celis, Karel J. in 't Hout, Annie A. M. Cuyt
Publication date: 14 September 2016
Published in: Numerical Algorithms (Search for Journal in Brave)
Full work available at URL: https://hdl.handle.net/10067/1355210151162165141
Financial applications of other theories (91G80) Derivative securities (option pricing, hedging, etc.) (91G20) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91)
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