Analytical approximation method of option pricing under geometric mean-reverting process (Q3636742)
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scientific article; zbMATH DE number 5571416
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| English | Analytical approximation method of option pricing under geometric mean-reverting process |
scientific article; zbMATH DE number 5571416 |
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Analytical approximation method of option pricing under geometric mean-reverting process (English)
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29 June 2009
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option pricing
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geometric mean-reverting process
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analytical approximation
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Taylor series expansion
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Edgeworth series expansion
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0.7851870656013489
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0.762631893157959
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0.7625935673713684
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0.7607452273368835
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0.7553013563156128
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