scientific article; zbMATH DE number 7133092

zbMath1427.91277MaRDI QIDQ5244116

Teck Wee Ng, Siti Nur Iqmal Ibrahim

Publication date: 20 November 2019

Full work available at URL: http://einspem.upm.edu.my/journal/fullpaper/vol13no1/3.%20IQMAL%20UPDATE.pdf

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

zbMATH Keywords

option priceFourier-cosinepower options

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Fourier coefficients, Fourier series of functions with special properties, special Fourier series (42A16)

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