Distribution of occupation times for constant elasticity of variance diffusion and the pricing of<b>α</b>-quantile options (Q3439870): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Distribution of occupation times for constant elasticity of variance diffusion and the pricing of<b>α</b>-quantile options |
scientific article |
Statements
Distribution of occupation times for constant elasticity of variance diffusion and the pricing of<b>α</b>-quantile options (English)
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18 May 2007
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derivatives securities
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derivatives pricing
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options pricing
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