Author:
El-Khatib Youssef,Hatemi-J Abdulnasser
Reference17 articles.
1. Black F, Scholes M (1973) The pricing of options and corporate liabilities. J Polit Econ 81:637–654
2. Deeba E, Dibeh G, Xie S (2002) An algorithm for solving bond pricing problem. Appl Math Comput 128(1):81–94
3. Baillie RT, Dibeh G, Chahda G (2005) Option pricing in markets with noisy cyclical and crash dynamics. Finance Lett 3(2):25–32
4. Dibeh G, Harmanani HM (2007) Option pricing during post-crash relaxation times. Phys A 380:357–365
5. El-Khatib Y, Hatemi-JA (2011a) On the price sensitivities during financial crisis. In: Proceedings of the world congress on engineering 2011. Lecture notes in engineering and computer science, WCE 2011, London, U.K., 6–8 July 2011, pp 401–404
Cited by
8 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