On convergence of Laplace inversion for the American put option under the CEV model (Q277189)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On convergence of Laplace inversion for the American put option under the CEV model |
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On convergence of Laplace inversion for the American put option under the CEV model (English)
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4 May 2016
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American option
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CEV model
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Laplace transform
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Whittaker function
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