Pages that link to "Item:Q466991"
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The following pages link to A recursive pricing formula for a path-dependent option under the constant elasticity of variance diffusion (Q466991):
Displaying 4 items.
- Diffusion approximation in past dependent models and applications to option pricing (Q811003) (← links)
- Recursive computation of piecewise constant volatilities (Q1927142) (← links)
- CONSTANT ELASTICITY OF VARIANCE OPTION PRICING MODEL WITH TIME-DEPENDENT PARAMETERS (Q4528082) (← links)
- CCF approach for asymptotic option pricing under the CEV diffusion (Q5030626) (← links)