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"Approach to the Delta Greek of nonlinear Black-Scholes equation governing ..."

Rui M. P. Almeida, Teófilo D. Chihaluca, José C. M. Duque (2022)

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DOI: 10.1016/J.CAM.2021.113790

access: closed

type: Journal Article

metadata version: 2022-10-02

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Rui M. P. Almeida, Teófilo D. Chihaluca, José C. M. Duque:
Approach to the Delta Greek of nonlinear Black-Scholes equation governing European options. J. Comput. Appl. Math. 402: 113790 (2022)

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