CEV asymptotics of American options (Q2442980): Difference between revisions

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+Randomization and the American Put
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+Asymptotic expansion for pricing options for a mean-reverting asset with multiscale stochastic volatility
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+Pricing and Hedging Path-Dependent Options Under the CEV Process
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+Q4368791
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+Valuing finite-lived Russian options
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+Asymptotic option pricing under the CEV diffusion
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+Gaussian quadrature formulas for the numerica l integration of Bromwich's integral and the inversion of the Laplace transform
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+Stochastic volatility asymptotics of stock loans: valuation and optimal stopping
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+An Artificial Boundary Method for American Option Pricing under the CEV Model
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+Valuing American options under the CEV model by Laplace-Carson transforms
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+STOCK LOANS
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+On a free boundary problem for an American put option under the CEV process
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+A closed-form solution to American options under general diffusion processes
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