CEV asymptotics of American options (Q2442980)
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scientific article; zbMATH DE number 6277246
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | CEV asymptotics of American options |
scientific article; zbMATH DE number 6277246 |
Statements
CEV asymptotics of American options (English)
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2 April 2014
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CEV model
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American options
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partial differential equation
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perturbation technique
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0.8802528381347656
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0.8582086563110352
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0.8514006733894348
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0.8434563875198364
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0.8354296684265137
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