CEV asymptotics of American options (Q2442980)

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CEV asymptotics of American options
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    Statements

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

    zbMATH DE Number
    6277246
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