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On the derivations‎, ‎generalized derivations and ternary derivations of degree $n$

Rendiconti del Circolo Matematico di Palermo Series 2, 2022
‎In this paper‎, ‎we introduce the concepts of derivation of degree $n$‎, ‎generalized derivation of degree $n$ and ternary derivation of degree $n$‎, ‎where $n$ is a positive integer‎, ‎and then we study algebraic properties of these mappings‎. ‎For instance‎, ‎we study the image of derivations of degree $n$ on algebras and in this regard we prove ...
Amin Hosseini   +1 more
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Deriving derivatives of derivative securities

The Journal of Computational Finance, 2000
We use various techniques to simplify the derivations of "greeks" of path-independent claims in the Black-Merton-Scholes model. We first interpret delta, gamma, speed, and other higher order spatial derivatives of these claims as the values of certain quantoed contingent claims.
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