Challenges in approximating the Black and Scholes call...

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

Mininni, Michele, Orlando, Giuseppe, Taglialatela, Giovanni
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Journal:
Decisions in Economics and Finance
DOI:
10.1007/s10203-020-00305-8
Date:
September, 2020
File:
PDF, 608 KB
2020
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