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Correction to "Pyrene Derivative-Based Electrode for Electrochemical Sensing". [PDF]
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On the derivations, generalized derivations and ternary derivations of degree $n$
Rendiconti del Circolo Matematico di Palermo Series 2, 2022In 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 ...
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Deriving derivatives of derivative securities
The Journal of Computational Finance, 2000We 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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