CCF approach for asymptotic option pricing under the CEV diffusion.

Yoshifumi Muroi

Published in: Int. J. Comput. Math. (2020)

Keyphrases

option pricing
black scholes
stock price
decision analysis
anisotropic diffusion
diffusion process
capital budgeting
black scholes model
real option
long term
non stationary
theoretical framework
partial differential equations
historical data
multi criteria