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Publication:2881382
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zbMath1274.91001MaRDI QIDQ2881382

Salih N. Neftci, Ali Hirsa

Publication date: 2 May 2012


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


Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01)


Related Items (5)

OPTION PRICING BASED ON A LOG–SKEW–NORMAL MIXTURE ⋮ FACTORIZATION OF ORDINARY AND HYPERBOLIC INTEGRO-DIFFERENTIAL EQUATIONS WITH INTEGRAL BOUNDARY CONDITIONS IN A BANACH SPACE ⋮ Fast numerical scheme for the time-fractional option pricing model with asset-price-dependent variable order ⋮ ON THE SOLUTION OF SOME HIGHER-ORDER INTEGRO-DIFFERENTIAL EQUATIONS OF SPECIAL FORM ⋮ Stochastic reaction-diffusion equations on networks with dynamic time-delayed boundary conditions







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