New analytical option pricing models with Weyl–Titchmarsh theory (Q2873531): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 09:53, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | New analytical option pricing models with Weyl–Titchmarsh theory |
scientific article |
Statements
New analytical option pricing models with Weyl–Titchmarsh theory (English)
0 references
24 January 2014
0 references
option pricing
0 references
European options
0 references
volatility functions that give closed-form solutions
0 references
