Option pricing under model involving slow growth volatility (Q2885509)
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scientific article; zbMATH DE number 6037876
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option pricing under model involving slow growth volatility |
scientific article; zbMATH DE number 6037876 |
Statements
Option pricing under model involving slow growth volatility (English)
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23 May 2012
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option pricing
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CEV model
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degenerate parabolic equations
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finite difference methods
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