Multiscale analysis of a perpetual American option with the stochastic elasticity of variance (Q2339015)
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scientific article; zbMATH DE number 6420883
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| English | Multiscale analysis of a perpetual American option with the stochastic elasticity of variance |
scientific article; zbMATH DE number 6420883 |
Statements
Multiscale analysis of a perpetual American option with the stochastic elasticity of variance (English)
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30 March 2015
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perpetual American option
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stochastic elasticity of variance
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constant elasticity of variance
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multiscale analysis
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0.9523513913154602
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0.8458868265151978
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0.8256853818893433
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0.8065422177314758
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