On the computation of option prices and Greeks under the CEV model (Q5397428)
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scientific article; zbMATH DE number 6260380
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the computation of option prices and Greeks under the CEV model |
scientific article; zbMATH DE number 6260380 |
Statements
On the computation of option prices and Greeks under the CEV model (English)
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20 February 2014
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option pricing
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derivatives hedging
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computational finance
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statistical methods
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