CEV asymptotics of American options (Q2442980)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CEV asymptotics of American options |
scientific article |
Statements
CEV asymptotics of American options (English)
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2 April 2014
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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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