On convergence of Laplace inversion for the American put option under the CEV model (Q277189)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On convergence of Laplace inversion for the American put option under the CEV model |
scientific article; zbMATH DE number 6577519
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On convergence of Laplace inversion for the American put option under the CEV model |
scientific article; zbMATH DE number 6577519 |
Statements
On convergence of Laplace inversion for the American put option under the CEV model (English)
0 references
4 May 2016
0 references
American option
0 references
CEV model
0 references
Laplace transform
0 references
Whittaker function
0 references
0 references
