New analytical option pricing models with Weyl–Titchmarsh theory (Q2873531): Difference between revisions
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Revision as of 22:42, 19 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | New analytical option pricing models with Weyl–Titchmarsh theory |
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New analytical option pricing models with Weyl–Titchmarsh theory (English)
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24 January 2014
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option pricing
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European options
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volatility functions that give closed-form solutions
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