Displaced Diffusion as an Approximation of the Constant Elasticity of Variance (Q3652697): Difference between revisions
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Revision as of 12:09, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Displaced Diffusion as an Approximation of the Constant Elasticity of Variance |
scientific article |
Statements
Displaced Diffusion as an Approximation of the Constant Elasticity of Variance (English)
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16 December 2009
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constant elasticity of variance (CEV)
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displaced diffusion
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option pricing
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asymptotic expansions
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