CCF approach for asymptotic option pricing under the CEV diffusion
Sign Up to like & getrecommendations! Published in 2020 at "International Journal of Computer Mathematics"
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