Displaced Diffusion as an Approximation of the Constant Elasticity of Variance (Q3652697)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Displaced Diffusion as an Approximation of the Constant Elasticity of Variance |
scientific article |
Statements
Displaced Diffusion as an Approximation of the Constant Elasticity of Variance (English)
0 references
16 December 2009
0 references
constant elasticity of variance (CEV)
0 references
displaced diffusion
0 references
option pricing
0 references
asymptotic expansions
0 references
