Challenges in approximating the Black and Scholes call formula with hyperbolic tangents

Location
Deutsche Nationalbibliothek Frankfurt am Main
ISSN
1129-6569
Extent
Online-Ressource
Language
Englisch
Notes
online resource.

Bibliographic citation
Challenges in approximating the Black and Scholes call formula with hyperbolic tangents ; day:13 ; month:9 ; year:2020 ; pages:1-28
Decisions in economics and finance ; (13.9.2020), 1-28

Classification
Wirtschaft

Creator
Mininni, Michele
Orlando, Giuseppe
Taglialatela, Giovanni
Contributor
SpringerLink (Online service)

DOI
10.1007/s10203-020-00305-8
URN
urn:nbn:de:101:1-2020110121285976167987
Rights
Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
Last update
2025-08-15T07:30:33+0200

Data provider

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Associated

  • Mininni, Michele
  • Orlando, Giuseppe
  • Taglialatela, Giovanni
  • SpringerLink (Online service)

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