Pages that link to "Item:Q2442980"
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The following pages link to CEV asymptotics of American options (Q2442980):
Displaying 6 items.
- A numerical method to estimate the parameters of the CEV model implied by American option prices: evidence from NYSE (Q508291) (← links)
- Fast Laplace transform methods for free-boundary problems of fractional diffusion equations (Q1703050) (← links)
- Laplace transform method for pricing American CEV strangles option with two free boundaries (Q1727172) (← links)
- Portfolio Optimization with Ambiguous Correlation and Stochastic Volatilities (Q2820186) (← links)
- A compact difference scheme for time-fractional Black-Scholes equation with time-dependent parameters under the CEV model: American options (Q5025469) (← links)
- CCF approach for asymptotic option pricing under the CEV diffusion (Q5030626) (← links)
