Bilateral Risky Partial Differential Equation Model for European Style Option
نویسندگان
چکیده
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HUGUETTE REYNAERTS∗, MICHELE VANMAELE∗, JAN DHAENE† and GRISELDA DEELSTRA‡,1 ∗Department of Applied Mathematics and Computer Science, Faculty of Sciences, Ghent University, Krijgslaan 281 S9, 9000 Ghent, Belgium E-mail: [email protected] †Department of Applied Economics, Faculty of Economics and Applied Economics, Catholic University Leuven, Naamsestraat 69, 3000 Leuven, Belgium ‡Depa...
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ژورنال
عنوان ژورنال: Journal of Applied Sciences
سال: 2020
ISSN: 1812-5654
DOI: 10.3923/jas.2020.104.108