Quantifying risks with exact analytical solutions of derivative pricing distribution
type: Item
instance of: scholarly article
title: Quantifying risks with exact analytical solutions of derivative pricing distribution
zbMATH Open document ID: 1400.91625
author: R. Smith
published in: Physica A
publication date: 2018-11-13T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 91G70
zbMATH DE Number: 6979017
zbMATH Keywords: option pricing
zbMATH Keywords: distribution
zbMATH Keywords: risk
MaRDI profile type: Publication
full work available at URL: j.physa.2016.12.044
OpenAlex ID: W2561742576
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DOI: 10.1016/J.PHYSA.2016.12.044
description: scientific article; zbMATH DE number 6979017