Transformations of telegraph processes and their financial applications
Year of publication: |
2021
|
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Authors: | Pogorui, Anatoliy A. ; Sviščuk, Anatolij ; Rodríguez-Dagnino, Ramón M. |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 9.2021, 8, Art.-No. 147, p. 1-21
|
Subject: | asymmetric telegraph equation | Black-Scholes formula | classical telegraph equation | European call and put options | transformations of telegraph equation | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Stochastischer Prozess | Stochastic process | Black-Scholes-Modell | Black-Scholes model |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks9080147 [DOI] hdl:10419/258231 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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