Approximate option pricing and hedging in the CEV model via path-wise comparison of stochastic processes (Q1648907)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximate option pricing and hedging in the CEV model via path-wise comparison of stochastic processes |
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Approximate option pricing and hedging in the CEV model via path-wise comparison of stochastic processes (English)
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5 July 2018
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stochastic differential equations
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comparison theorem
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option pricing
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constant elasticity of variance model
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