Author:
Ahmadian D.,Ballestra L.V.,Shokrollahi F.
Subject
General Mathematics,General Physics and Astronomy,Statistical and Nonlinear Physics,Applied Mathematics
Reference38 articles.
1. The pricing of options and corporate liabilities;Black;J Polit Econ,1973
2. Option pricing when underlying stock returns are discontinuous;Merton;J Financ Econ,1976
3. The variance gamma (V.G.) model for share market returns;Madan;J Bus,1990
4. On the pricing of multi-asset options under jump–diffusion processes using mesh-free moving least squares approximation;Shirzad;Commun Nonlinear Sci Numer Simul.,2020
5. Solution of the Black-Scholes equation for pricing of barrier option;Dehghan;Z Naturforsch A,2011
Cited by
6 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