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An improved Barone-Adesi Whaley formula for turbulent marke..:
Bufalo, Michele
;
Orlando, Giuseppe
Journal of Computational and Applied Mathematics. 406 (2022) - p. 113993 , 2022
Link:
https://doi.org/10.1016/j.cam.2021.113993
RT Journal T1 <Title>An improved Barone-Adesi Whaley formula for turbulent markets</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1016_j.cam.2021.113993&Exemplar=1&LAN=DE A1 Bufalo, Michele A1 Orlando, Giuseppe PB Elsevier BV YR 2022 SN 0377-0427 JF Journal of Computational and Applied Mathematics VO 406 SP 113993 LK http://dx.doi.org/https://doi.org/10.1016/j.cam.2021.113993 DO https://doi.org/10.1016/j.cam.2021.113993 SF ELIB - SuUB Bremen
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