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20182026
most citedThe Cauchy Problem for properly hyperbolic equations in one space variable

2 citations · 2 across the 4 of their papers we have counts for

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q-fin.GN2018

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

Michele Mininni, Giuseppe Orlando, Giovanni Taglialatela

In this paper we introduce the concept of standardized call function and we obtain a new approximating formula for the Black and Scholes call function through the hyperbolic tangen…