New analytical option pricing models with Weyl–Titchmarsh theory (Q2873531)
From MaRDI portal
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
24 January 2014
0 references
option pricing
0 references
European options
0 references
volatility functions that give closed-form solutions
0 references