Pricing the constant elasticity of variance trinary option (Q3109340)
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scientific article; zbMATH DE number 6001875
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| English | Pricing the constant elasticity of variance trinary option |
scientific article; zbMATH DE number 6001875 |
Statements
27 January 2012
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constant elasticity of variance
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noncentral chi-square distribution
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trinary option
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complementary function
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0.8241891860961914
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0.8064225316047668
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0.8037344813346863
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0.8031414151191711
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0.799502968788147
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