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On the approximation of the Black and Scholes call function:
Orlando, Giuseppe
;
Taglialatela, Giovanni
Journal of Computational and Applied Mathematics. 384 (2021) - p. 113154 , 2021
Link:
https://doi.org/10.1016/j.cam.2020.113154
RT Journal T1 <Title>On the approximation of the Black and Scholes call function</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1016_j.cam.2020.113154&Exemplar=1&LAN=DE A1 Orlando, Giuseppe A1 Taglialatela, Giovanni PB Elsevier BV YR 2021 SN 0377-0427 JF Journal of Computational and Applied Mathematics VO 384 SP 113154 LK http://dx.doi.org/https://doi.org/10.1016/j.cam.2020.113154 DO https://doi.org/10.1016/j.cam.2020.113154 SF ELIB - SuUB Bremen
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