Forecasting financial derivative prices

DOI10.1016/S0960-0779(98)00286-0zbMATH Open1116.91323OpenAlexW2015184949MaRDI QIDQ997463FDOQ997463

Authors: Yu. S. Gorshkov, A. V. Kryanev, I. Antoniou, Valery V. Ivanov 

Publication date: 6 August 2007

Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0960-0779(98)00286-0

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Mathematics Subject Classification ID

Cites Work

• The pricing of options and corporate liabilities
• Martingales and arbitrage in multiperiod securities markets
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Cited In (1)

• The numerical model of forecasting aluminium prices by using two initial values

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