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Found 489 Documents (Results 1–100)

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The fitted finite volume and power penalty methods for option pricing. (English) Zbl 1458.91008

SpringerBriefs in Applied Sciences and Technology. Mathematical Methods. Singapore: Springer (ISBN 978-981-15-9557-8/pbk; 978-981-15-9558-5/ebook). viii, 94 p. (2020).
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On the behavior of two types of expectations of a random process with log-normal distribution. (English. Russian original) Zbl 1459.60101

J. Contemp. Math. Anal., Armen. Acad. Sci. 54, No. 5, 313-318 (2019); translation from Izv. Nats. Akad. Nauk Armen., Mat. 2019, No. 5, 82-89 (2019).
MSC:  60G51
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Algorithm for determining the volatility function in the Black-Scholes model. (English. Russian original) Zbl 1437.91430

Comput. Math. Math. Phys. 59, No. 10, 1753-1758 (2019); translation from Zh. Vychisl. Mat. Mat. Fiz. 59, No. 10, 1815-1820 (2019).
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