Pricing vulnerable power option under a CEV diffusion (Q5083071)
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scientific article; zbMATH DE number 7546025
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| default for all languages | No label defined |
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| English | Pricing vulnerable power option under a CEV diffusion |
scientific article; zbMATH DE number 7546025 |
Statements
21 June 2022
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constant elasticity of variance
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asymptotic analysis
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option pricing
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power option
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credit risk
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vulnerable option
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0.8301731944084167
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0.7987457513809204
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0.7981983423233032
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0.7945742011070251
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0.79100102186203
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