SHORT MATURITY ASIAN OPTIONS FOR THE CEV MODEL (Q5056615)
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scientific article; zbMATH DE number 7629455
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | SHORT MATURITY ASIAN OPTIONS FOR THE CEV MODEL |
scientific article; zbMATH DE number 7629455 |
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SHORT MATURITY ASIAN OPTIONS FOR THE CEV MODEL (English)
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8 December 2022
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Asian options
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CEV model
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large deviations
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short maturity
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variational problem
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