On the computation of option prices and Greeks under the CEV model (Q5397428): Difference between revisions

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+The risk-shifting effect and the value of a warrant
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+Computing discrete mixtures of continuous distributions: noncentral chisquare, noncentral \(t\) and the distribution of the square of the sample multiple correlation coefficient
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+The Pricing of Options and Corporate Liabilities
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+A jump to default extended CEV model: an application of Bessel processes
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+Option pricing: A simplified approach
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+Normal rank
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+Pricing and Hedging Path-Dependent Options Under the CEV Process
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+Evaluating the noncentral chi-square distribution for the Cox-Ingersoll-Ross process
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+Algorithm AS 231: The Distribution of a Noncentral Χ 2 Variable with Nonnegative Degrees of Freedom
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+An approximation for the noncentral chi-squared distribution
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+Computation of the Noncentral Gamma Distribution
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+A Wiener Germ approximation of the noncentral chi square distribution and of its quantiles
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+Approximations to the non-central chi-square distribution
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