has been cited by the following article(s):
[1]
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Model-Agnostic Pricing of Exotic Derivatives Using Signatures
3rd ACM International Conference on AI in Finance,
2022
DOI:10.1145/3533271.3561740
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[2]
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Model-Agnostic Pricing of Exotic Derivatives Using Signatures
Proceedings of the Third ACM International Conference on AI in Finance,
2022
DOI:10.1145/3533271.3561740
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[3]
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Model-Agnostic Pricing of Exotic Derivatives Using Signatures
Proceedings of the Third ACM International Conference on AI in Finance,
2022
DOI:10.1145/3533271.3561740
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[4]
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Endogenous stochastic arbitrage bubbles and the Black–Scholes model
Physica A: Statistical Mechanics and its Applications,
2021
DOI:10.1016/j.physa.2021.126323
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[5]
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Application of the Generalized Laplace Homotopy Perturbation Method to the Time-Fractional Black–Scholes Equations Based on the Katugampola Fractional Derivative in Caputo Type
Computation,
2021
DOI:10.3390/computation9030033
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[6]
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Endogenous stochastic arbitrage bubbles and the Black–Scholes model
Physica A: Statistical Mechanics and its Applications,
2021
DOI:10.1016/j.physa.2021.126323
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[7]
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The Analytical Solution for the Black-Scholes Equation with Two Assets in the Liouville-Caputo Fractional Derivative Sense
Mathematics,
2018
DOI:10.3390/math6080129
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[8]
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On the multidimensional Black–Scholes partial differential equation
Annals of Operations Research,
2018
DOI:10.1007/s10479-018-3001-1
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[9]
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Pricing multi-asset barrier options
2017 IEEE 56th Annual Conference on Decision and Control (CDC),
2017
DOI:10.1109/CDC.2017.8264106
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