Asymptotics of Barrier Option Pricing Under the CEV Process (Q2786207)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotics of Barrier Option Pricing Under the CEV Process |
scientific article |
Statements
Asymptotics of Barrier Option Pricing Under the CEV Process (English)
0 references
21 September 2010
0 references
barrier options
0 references
Black-Scholes model
0 references
CEV process
0 references
singular perturbation
0 references
0 references
0 references
