A Fréchet derivative-based novel approach to option pricing models in illiquid markets


Gülen S., Sarı M.

Mathematical Methods In The Applied Sciences, vol.45, pp.899-913, 2022 (Journal Indexed in SCI)

  • Publication Type: Article / Article
  • Volume: 45
  • Publication Date: 2022
  • Doi Number: 10.1002/mma.7821
  • Title of Journal : Mathematical Methods In The Applied Sciences
  • Page Numbers: pp.899-913