Asymptotics of Barrier Option Pricing Under the CEV Process (Q2786207)
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scientific article; zbMATH DE number 5789613
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotics of Barrier Option Pricing Under the CEV Process |
scientific article; zbMATH DE number 5789613 |
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Asymptotics of Barrier Option Pricing Under the CEV Process (English)
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21 September 2010
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barrier options
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Black-Scholes model
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CEV process
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singular perturbation
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