scientific article; zbMATH DE number 7405331
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Publication:5153837
DOI10.24411/2500-0101-2019-14401zbMath1470.91273MaRDI QIDQ5153837
Publication date: 1 October 2021
Full work available at URL: http://mathnet.ru/eng/chfmj152
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- Comparing of some sensitivities for nonlinear models Comparing of some sensitivities (Greeks) for nonlinear models of option pricing with market illiquidity
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