Distribution of occupation times for constant elasticity of variance diffusion and the pricing of<b>α</b>-quantile options (Q3439870)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Distribution of occupation times for constant elasticity of variance diffusion and the pricing of<b>α</b>-quantile options |
scientific article |
Statements
Distribution of occupation times for constant elasticity of variance diffusion and the pricing of<b>α</b>-quantile options (English)
0 references
18 May 2007
0 references
derivatives securities
0 references
derivatives pricing
0 references
options pricing
0 references
