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

Gülen S., Sarı M.

Mathematical Methods In The Applied Sciences, cilt.45, ss.899-913, 2022 (SCI-Expanded, Scopus)

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 45
  • Basım Tarihi: 2022
  • Doi Numarası: 10.1002/mma.7821
  • Dergi Adı: Mathematical Methods In The Applied Sciences
  • Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus, Academic Search Premier, Aerospace Database, Applied Science & Technology Source, Communication Abstracts, Compendex, INSPEC, MathSciNet, Metadex, zbMATH, Civil Engineering Abstracts
  • Sayfa Sayıları: ss.899-913
  • Yıldız Teknik Üniversitesi Adresli: Evet