The Dothan pricing model revisited (Q3084606)
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scientific article; zbMATH DE number 5870038
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The Dothan pricing model revisited |
scientific article; zbMATH DE number 5870038 |
Statements
THE DOTHAN PRICING MODEL REVISITED (English)
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25 March 2011
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interest rate models
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Dothan model
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PDE
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heat kernel
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option pricing
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Hartman-Watson distribution
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Bessel functions
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0.7277446985244751
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0.7266786694526672
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0.7266416549682617
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0.7265459299087524
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