A Full Asymptotic Series of European Call Option Prices in the SABR Model with Beta = 1
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چکیده
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a cross-comparative dtudy between two textbook series in terms of the presentation of politeness
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15 صفحه اولMathematical analysis and pricing of the European continuous installment call option
In this paper we consider the European continuous installment call option. Then its linear complementarity formulation is given. Writing the resulted problem in variational form, we prove the existence and uniqueness of its weak solution. Finally finite element method is applied to price the European continuous installment call option.
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ژورنال
عنوان ژورنال: Applied Mathematics
سال: 2019
ISSN: 2152-7385,2152-7393
DOI: 10.4236/am.2019.106034