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scientific article; zbMATH DE number 6129334

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Publication:4900874
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zbMATH Open1265.91064MaRDI QIDQ4900874

Yudong Sun, Yimin Shi

Publication date: 24 January 2013



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


zbMATH Keywords

Brownian motionoption pricingEuropean optionmodified Black-Scholes model


Mathematics Subject Classification ID

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



Related Items (6)

A Behavioural Approach to the Pricing of European Options ⋮ A modified Black-Scholes pricing formula for European options with bounded underlying prices ⋮ Title not available (Why is that?) ⋮ EUROPEAN OPTION PRICING WITH LIQUIDITY SHOCKS ⋮ European option under a skew version of the GBM model with transaction costs by an RBF method ⋮ HOLDER-EXTENDIBLE EUROPEAN OPTION: CORRECTIONS AND EXTENSIONS






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