CEV asymptotics of American options (Q2442980): Difference between revisions
From MaRDI portal
Created a new Item |
Set OpenAlex properties. |
||
| (2 intermediate revisions by 2 users not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.jmaa.2013.02.036 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2085569543 / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Revision as of 03:18, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CEV asymptotics of American options |
scientific article |
Statements
CEV asymptotics of American options (English)
0 references
2 April 2014
0 references
CEV model
0 references
American options
0 references
partial differential equation
0 references
perturbation technique
0 references
