scientific article; zbMATH DE number 7780918

zbMATH Open1527.91164MaRDI QIDQ6141595FDOQ6141595

Khalid Hilal, A. Serghini, K. Mokhlis, A. El Hajaji, Author name not available (Why is that?)

Publication date: 20 December 2023

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

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

Mathematics Subject Classification ID

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

Cites Work

• The pricing of options and corporate liabilities
• Analytical solutions of fractional foam drainage equation by residual power series method
• Numerical solution of the obstacle problem by the penalty method
• Can negative interest rates really affect option pricing? Empirical evidence from an explicitly solvable stochastic volatility model
• Risk preference, option pricing and portfolio hedging with proportional transaction costs
• THE RELATIVE RISK PERFORMANCE OF ISLAMIC FINANCE: A NEW GUIDE TO LESS RISKY INVESTMENTS
• Title not available (Why is that?)

Cited In (2)

• Does Islamic Capital Asset Pricing Model Outperform Conventional Capital Asset Pricing Model?
• Meshless approach for pricing Islamic Ijarah under stochastic interest rate models

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