New analytical option pricing models with Weyl–Titchmarsh theory (Q2873531)

From MaRDI portal
Revision as of 21:42, 19 February 2024 by RedirectionBot (talk | contribs) (‎Removed claim: author (P16): Item:Q598559)
scientific article
Language Label Description Also known as
English
New analytical option pricing models with Weyl–Titchmarsh theory
scientific article

    Statements

    New analytical option pricing models with Weyl–Titchmarsh theory (English)
    0 references
    0 references
    24 January 2014
    0 references
    option pricing
    0 references
    European options
    0 references
    volatility functions that give closed-form solutions
    0 references

    Identifiers