Approximate option pricing and hedging in the CEV model via path-wise comparison of stochastic processes (Q1648907)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Approximate option pricing and hedging in the CEV model via path-wise comparison of stochastic processes |
scientific article; zbMATH DE number 6898621
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Approximate option pricing and hedging in the CEV model via path-wise comparison of stochastic processes |
scientific article; zbMATH DE number 6898621 |
Statements
Approximate option pricing and hedging in the CEV model via path-wise comparison of stochastic processes (English)
0 references
5 July 2018
0 references
stochastic differential equations
0 references
comparison theorem
0 references
option pricing
0 references
constant elasticity of variance model
0 references
0 references
0 references
0 references
0 references
0.7769041061401367
0 references
0.7502989172935486
0 references
0.7339568734169006
0 references
0.733928918838501
0 references
0.7284257411956787
0 references
