Pages that link to "Item:Q2180299"
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The following pages link to Valuing American-style options under the CEV model: an integral representation based method (Q2180299):
Displaying 4 items.
- A numerical method to estimate the parameters of the CEV model implied by American option prices: evidence from NYSE (Q508291) (← links)
- Valuing American options under the CEV model by Laplace-Carson transforms (Q613360) (← links)
- CEV asymptotics of American options (Q2442980) (← links)
- European option pricing under fuzzy CEV model (Q2696948) (← links)