scientific article; zbMATH DE number 1795849

zbMath1002.91031MaRDI QIDQ4550916

Pierre Patie, Rüdiger Frey

Publication date: 15 January 2003

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

simulation studyvolatilitynonlinear Black-Scholes equationoption hedgingilliquid markets

Mathematics Subject Classification ID

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