THE DOTHAN PRICING MODEL REVISITED (Q3084606): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q221478 |
Changed an Item |
||
| Property / author | |||
| Property / author: Nicolas Privault / rank | |||
Normal rank | |||
Revision as of 05:46, 11 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | THE DOTHAN PRICING MODEL REVISITED |
scientific article |
Statements
THE DOTHAN PRICING MODEL REVISITED (English)
0 references
25 March 2011
0 references
interest rate models
0 references
Dothan model
0 references
PDE
0 references
heat kernel
0 references
option pricing
0 references
Hartman-Watson distribution
0 references
Bessel functions
0 references
