Computing the CEV option pricing formula using the semiclassical approximation of path integral (Q2223839)
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| Language | Label | Description | Also known as |
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| English | Computing the CEV option pricing formula using the semiclassical approximation of path integral |
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Computing the CEV option pricing formula using the semiclassical approximation of path integral (English)
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3 February 2021
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option pricing
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constant elasticity of variance
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path integral
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semiclassical approximation
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numerical methods
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