scientific article; zbMATH DE number 1153808

zbMATH Open0925.90137MaRDI QIDQ4389403FDOQ4389403

Authors: Paul Wilmott, A. Elizabeth Whalley 

Publication date: 8 November 1999

Title of this publication is not available (Why is that?)

Mathematics Subject Classification ID

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

Cited In (2)

• Pricing American options under jump-diffusion models using local weak form meshless techniques
• Symmetry analysis of the option pricing model with dividend yield from financial markets

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