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)
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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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Title of Journal :
Mathematical Methods In The Applied Sciences
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Page Numbers:
pp.899-913