Work

A General Solution of Black–Scholes Equations on Some Rainbow Options

Year: 2024

Type: conference-paper

Source: Springer proceedings in mathematics & statistics

DOI: 10.1007/978-981-97-2136-8_14

Authors: Amirul Hakam, Endah R. M. Putri, Lutfi Mardianto

Institutions: Institut Teknologi Sepuluh Nopember, Sumatera Institute of Technology

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4400944141

FWCI:

Cites: 10

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Related to: 10