scientific article; zbMATH DE number 1153808

MaRDI QIDQ4389403zbMATH OpenFDO

Authors Paul Wilmott, A. Elizabeth Whalley

Publication date 8 November 1999

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

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4389403)