scientific article; zbMATH DE number 7780918

zbMath1527.91164MaRDI QIDQ6141595

Khalid Hilal, Abdelhafid Serghini, K. Mokhlis, A. El Hajaji, Unnamed Author

Publication date: 20 December 2023

Full work available at URL: http://www.math.nthu.edu.tw/~amen/2023/AMEN-220104.pdf

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

Mathematics Subject Classification ID

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

Cites Work

• Unnamed Item
• The Pricing of Options and Corporate Liabilities
• Numerical solution of the obstacle problem by the penalty method
• Risk preference, option pricing and portfolio hedging with proportional transaction costs
• Analytical solutions of fractional foam drainage equation by residual power series method
• Can negative interest rates really affect option pricing? Empirical evidence from an explicitly solvable stochastic volatility model
• THE RELATIVE RISK PERFORMANCE OF ISLAMIC FINANCE: A NEW GUIDE TO LESS RISKY INVESTMENTS

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