CCF approach for asymptotic option pricing under the CEV diffusion
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DOI: 10.1080/00207160.2019.1639675
Abstract: In the last two decades, the asymptotic expansion approach has become popular in mathematical finance because it enables us to obtain closed-form approximation formulae for many kinds of options within various kinds of financial models,… read more here.
Keywords: option; approach asymptotic; ccf approach; approach ... See more keywords
Extended Approach to the Asymptotic Behavior and Symmetric Solutions of Advanced Differential Equations
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DOI: 10.3390/sym14040686
Abstract: We studied the asymptotic behavior of fourth-order advanced differential equations of the form aυw′′′υβ′+qυgwδυ=0. New results are presented for the oscillatory behavior of these equations in the form of Philos-type and Hille–Nehari oscillation criteria. Some… read more here.
Keywords: extended approach; differential equations; asymptotic behavior; approach asymptotic ... See more keywords