Pages that link to "Item:Q1648907"

The following pages link to Approximate option pricing and hedging in the CEV model via path-wise comparison of stochastic processes (Q1648907):

Displaying 2 items.

• Computing the CEV option pricing formula using the semiclassical approximation of path integral (Q2223839) (← links)
• On comparison theorem for optional SDEs via local times and applications (Q5086909) (← links)