Author:
Company Rafael,Egorova Vera N.,El Fakharany Mohamed,Jódar Lucas,Soleymani Fazlollah
Publisher
Springer International Publishing
Reference70 articles.
1. Abramowitz, M., Stegun, I.A.: Handbook of Mathematical Functions: With Formulas, Graphs, and Mathematical Tables. Dover Books on Mathematics. National Bureau of Standard, USA (1961)
2. Bates, D.S.: Jumps and stochastic volatility: exchange rate processes implicit Deutsche Mark options. Rev. Financ. Stud. 9, 69–107 (1996)
3. Black, F., Scholes, M.: The pricing of options and corporate liabilities. J. Polit. Econ. 81, 637–654 (1973)
4. Boyarchenko, S.I., Levendorskii, S.Z.: Option pricing for truncated Lévy processes. Int. J. Theor. Appl. Finance 3(3), 549–552 (2000)
5. Bunch, J.R., Kaufman, L.: Some stable methods for calculating inertia and solving symmetric linear systems. Math. Comput. 137, 163–179 (1977)
Cited by
3 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献