New analytical option pricing models with Weyl–Titchmarsh theory (Q2873531)
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: New analytical option pricing models with Weyl–Titchmarsh theory |
scientific article; zbMATH DE number 6250070
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | New analytical option pricing models with Weyl–Titchmarsh theory |
scientific article; zbMATH DE number 6250070 |
Statements
New analytical option pricing models with Weyl–Titchmarsh theory (English)
0 references
24 January 2014
0 references
option pricing
0 references
European options
0 references
volatility functions that give closed-form solutions
0 references
0 references
