A Fréchet derivative-based novel approach to option pricing models in illiquid markets
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Gülen S., Sarı M.
Mathematical Methods In The Applied Sciences, vol.45, pp.899-913, 2022 (SCI-Expanded)
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Publication Type:
Article / Article
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Volume:
45
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Publication Date:
2022
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Doi Number:
10.1002/mma.7821
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Journal Name:
Mathematical Methods In The Applied Sciences
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Journal Indexes:
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
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Page Numbers:
pp.899-913
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Yıldız Technical University Affiliated:
Yes