scientific article; zbMATH DE number 6174815

zbMath1277.91172MaRDI QIDQ4925748

Hao Li, Alexander V. Melnikov

Publication date: 12 June 2013

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

zbMATH Keywords

Black-Scholes modelpolynomial-normal distributionEuropean call and put options

Mathematics Subject Classification ID

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

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