New analytical option pricing models with Weyl–Titchmarsh theory (Q2873531)
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scientific article; zbMATH DE number 6250070
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| English | New analytical option pricing models with Weyl–Titchmarsh theory |
scientific article; zbMATH DE number 6250070 |
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New analytical option pricing models with Weyl–Titchmarsh theory (English)
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24 January 2014
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option pricing
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European options
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volatility functions that give closed-form solutions
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