Matches in SemOpenAlex for { <https://semopenalex.org/work/W3121837962> ?p ?o ?g. }
Showing items 1 to 83 of
83
with 100 items per page.
- W3121837962 abstract "The change of numeraire gives very important computational simplification in option pricing. This technique reduces the number of sources of risks that need to be accounted for and so it is useful in pricing complicated derivatives that have several sources of risks. In this article, we considered the underlying mathematical theory of numeraire technique in the viewpoint of PED theory and illustrated it with five concrete pricing problems. In the viewpoint of PED theory, the numeraire technique is a method of reducing the dimension of status spaces where PDE is defined." @default.
- W3121837962 created "2021-02-01" @default.
- W3121837962 creator A5031316436 @default.
- W3121837962 creator A5085983911 @default.
- W3121837962 creator A5087477533 @default.
- W3121837962 date "2013-01-01" @default.
- W3121837962 modified "2023-09-28" @default.
- W3121837962 title "The Use of Numeraires in Multi-Dimensional Black-Scholes Partial Differential Equations" @default.
- W3121837962 cites W1503295912 @default.
- W3121837962 cites W1557120076 @default.
- W3121837962 cites W1967070490 @default.
- W3121837962 cites W1985018066 @default.
- W3121837962 cites W2008556354 @default.
- W3121837962 cites W2049336849 @default.
- W3121837962 cites W2119299497 @default.
- W3121837962 cites W2142222250 @default.
- W3121837962 cites W2144738716 @default.
- W3121837962 cites W3123488896 @default.
- W3121837962 doi "https://doi.org/10.2139/ssrn.2348594" @default.
- W3121837962 hasPublicationYear "2013" @default.
- W3121837962 type Work @default.
- W3121837962 sameAs 3121837962 @default.
- W3121837962 citedByCount "0" @default.
- W3121837962 crossrefType "journal-article" @default.
- W3121837962 hasAuthorship W3121837962A5031316436 @default.
- W3121837962 hasAuthorship W3121837962A5085983911 @default.
- W3121837962 hasAuthorship W3121837962A5087477533 @default.
- W3121837962 hasBestOaLocation W31218379622 @default.
- W3121837962 hasConcept C126255220 @default.
- W3121837962 hasConcept C134306372 @default.
- W3121837962 hasConcept C144237770 @default.
- W3121837962 hasConcept C149782125 @default.
- W3121837962 hasConcept C160921499 @default.
- W3121837962 hasConcept C162324750 @default.
- W3121837962 hasConcept C163128081 @default.
- W3121837962 hasConcept C202444582 @default.
- W3121837962 hasConcept C28826006 @default.
- W3121837962 hasConcept C33676613 @default.
- W3121837962 hasConcept C33923547 @default.
- W3121837962 hasConcept C91602232 @default.
- W3121837962 hasConcept C93779851 @default.
- W3121837962 hasConceptScore W3121837962C126255220 @default.
- W3121837962 hasConceptScore W3121837962C134306372 @default.
- W3121837962 hasConceptScore W3121837962C144237770 @default.
- W3121837962 hasConceptScore W3121837962C149782125 @default.
- W3121837962 hasConceptScore W3121837962C160921499 @default.
- W3121837962 hasConceptScore W3121837962C162324750 @default.
- W3121837962 hasConceptScore W3121837962C163128081 @default.
- W3121837962 hasConceptScore W3121837962C202444582 @default.
- W3121837962 hasConceptScore W3121837962C28826006 @default.
- W3121837962 hasConceptScore W3121837962C33676613 @default.
- W3121837962 hasConceptScore W3121837962C33923547 @default.
- W3121837962 hasConceptScore W3121837962C91602232 @default.
- W3121837962 hasConceptScore W3121837962C93779851 @default.
- W3121837962 hasLocation W31218379621 @default.
- W3121837962 hasLocation W31218379622 @default.
- W3121837962 hasLocation W31218379623 @default.
- W3121837962 hasOpenAccess W3121837962 @default.
- W3121837962 hasPrimaryLocation W31218379621 @default.
- W3121837962 hasRelatedWork W1523213403 @default.
- W3121837962 hasRelatedWork W1591240291 @default.
- W3121837962 hasRelatedWork W2009602427 @default.
- W3121837962 hasRelatedWork W2075355186 @default.
- W3121837962 hasRelatedWork W2080060402 @default.
- W3121837962 hasRelatedWork W2189324919 @default.
- W3121837962 hasRelatedWork W230599613 @default.
- W3121837962 hasRelatedWork W2319300679 @default.
- W3121837962 hasRelatedWork W2500628826 @default.
- W3121837962 hasRelatedWork W3000780364 @default.
- W3121837962 hasRelatedWork W3095156783 @default.
- W3121837962 hasRelatedWork W3123644334 @default.
- W3121837962 hasRelatedWork W3125865723 @default.
- W3121837962 hasRelatedWork W3201184552 @default.
- W3121837962 hasRelatedWork W588062318 @default.
- W3121837962 hasRelatedWork W630740603 @default.
- W3121837962 hasRelatedWork W645029530 @default.
- W3121837962 hasRelatedWork W71388528 @default.
- W3121837962 hasRelatedWork W96591294 @default.
- W3121837962 hasRelatedWork W2133715439 @default.
- W3121837962 isParatext "false" @default.
- W3121837962 isRetracted "false" @default.
- W3121837962 magId "3121837962" @default.
- W3121837962 workType "article" @default.