scientific article; zbMATH DE number 6811493
From MaRDI portal
Publication:4593692
zbMath1378.91118MaRDI QIDQ4593692
Fernanda D'ippoliti, Sara Pasquali, Enrico Moretto, Barbara Trivellato
Publication date: 22 November 2017
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Applications of statistics to actuarial sciences and financial mathematics (62P05) Derivative securities (option pricing, hedging, etc.) (91G20)
Related Items (3)
A front-fixing ETD numerical method for solving jump-diffusion American option pricing problems ⋮ An application of the Malliavin calculus for calculating the precise and approximate prices of options with stochastic volatility ⋮ A fast numerical method to price American options under the Bates model
This page was built for publication: