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Q5083071 - MaRDI portal

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scientific article; zbMATH DE number 7546025
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scientific article; zbMATH DE number 7546025

    Statements

    publication date
    21 June 2022
    0 references
    zbMATH Keywords
    constant elasticity of variance
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    asymptotic analysis
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    option pricing
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    power option
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    credit risk
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    vulnerable option
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    Identifiers

    zbMATH DE Number
    7546025
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    DOI
    10.7858/EAMJ.2021.034
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