CEV asymptotics of American options (Q2442980)

From MaRDI portal
Revision as of 12:52, 7 July 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
CEV asymptotics of American options
scientific article

    Statements

    title
    CEV asymptotics of American options (English)
    0 references
    author
    Chi Seng Pun
    0 references
    Hoi Ying Wong
    0 references
    publication date
    2 April 2014
    0 references
    zbMATH Keywords
    CEV model
    0 references
    American options
    0 references
    partial differential equation
    0 references
    perturbation technique
    0 references

    Identifiers

    zbMATH DE Number
    6277246
    0 references
    OpenAlex ID
    W2085569543
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2442980&oldid=35380784"
    Powered by MediaWiki