Homotopy analysis method for option pricing under stochastic volatility (Q550482): Difference between revisions

@@ Property / DOI @@
-.1016/j.aml.2011.04.034
@@ Property / DOI: 10.1016/j.aml.2011.04.034 / rank @@
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@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
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@@ Property / cites work @@
+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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+Asymptotic option pricing under the CEV diffusion
@@ Property / cites work: Asymptotic option pricing under the CEV diffusion / rank @@
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@@ Property / DOI @@
+.1016/J.AML.2011.04.034
@@ Property / DOI: 10.1016/J.AML.2011.04.034 / rank @@
+Normal rank