Zobrazeno 1 - 2
of 2
pro vyhledávání: '"Nawel Khodja"'
Autor:
Nawel Khodja, Ahmed M. Gemeay, Halim Zeghdoudi, Kadir Karakaya, Arwa M. Alshangiti, M. E. Bakr, Oluwafemi Samson Balogun, Abdisalam Hassan Muse, Eslam Hussam
Publikováno v:
IEEE Access, Vol 11, Pp 67220-67229 (2023)
This paper presents a novel probability distribution, namely the new XLindley distribution, derived from a unique combination of exponential and gamma distributions through a special mixture formulation. The study extensively investigates the mathema
Externí odkaz:
https://doaj.org/article/0c00db047dc34f749704b84082ab543c
Publikováno v:
International Journal of Operational Research. 26:221
In this paper, we study and analyse European barrier options in the Black-Scholes framework with deterministic or random maturity. When the maturity is deterministic, we provide closed form formulas for (up and out) European barrier call and put opti
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5a90710da2c15f68cd763e8964daafee
https://doi.org/10.1504/ijor.2016.076302
https://doi.org/10.1504/ijor.2016.076302