2025-02-23T09:43:12-05:00 DEBUG: VuFindSearch\Backend\Solr\Connector: Query fl=%2A&wt=json&json.nl=arrarr&q=id%3A%22open-sciencenbuvgovua-104600%22&qt=morelikethis&rows=5
2025-02-23T09:43:12-05:00 DEBUG: VuFindSearch\Backend\Solr\Connector: => GET http://localhost:8983/solr/biblio/select?fl=%2A&wt=json&json.nl=arrarr&q=id%3A%22open-sciencenbuvgovua-104600%22&qt=morelikethis&rows=5
2025-02-23T09:43:12-05:00 DEBUG: VuFindSearch\Backend\Solr\Connector: <= 200 OK
2025-02-23T09:43:12-05:00 DEBUG: Deserialized SOLR response
Ways of Asian Options Pricing
Saved in:
Main Author: | N. L. Ivashchuk |
---|---|
Format: | Article |
Language: | English |
Published: |
2008
|
Series: | Regional Economy |
Online Access: | http://jnas.nbuv.gov.ua/article/UJRN-0000417006 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
2025-02-23T09:43:12-05:00 DEBUG: VuFindSearch\Backend\Solr\Connector: Query fl=%2A&rows=40&rows=5&wt=json&json.nl=arrarr&q=id%3A%22open-sciencenbuvgovua-104600%22&qt=morelikethis
2025-02-23T09:43:12-05:00 DEBUG: VuFindSearch\Backend\Solr\Connector: => GET http://localhost:8983/solr/biblio/select?fl=%2A&rows=40&rows=5&wt=json&json.nl=arrarr&q=id%3A%22open-sciencenbuvgovua-104600%22&qt=morelikethis
2025-02-23T09:43:12-05:00 DEBUG: VuFindSearch\Backend\Solr\Connector: <= 200 OK
2025-02-23T09:43:12-05:00 DEBUG: Deserialized SOLR response
Similar Items
-
Penalty method for pricing American-style Asian option with jumps diffusion process
by: M. F. Laham, et al.
Published: (2023) -
The Models of Pricing for the Financial Options as the Instruments of Risks Hedging
by: O. V. Kliuchka, et al.
Published: (2019) -
Pricing foreign exchange option under jump-diffusion
by: E. N. Derieva, et al.
Published: (2015) -
Convergence of option rewards for Markov type price processes
by: Silvestrov, D., et al.
Published: (2007) -
Fair price options in the modification of the model Heidi-Leonenko
by: Yu. Shchestiuk
Published: (2014)