Asymptotic option pricing under the CEV diffusion

Mathematics

• Option Price 40%
• Perturbation Theory 40%
• Option Pricing 40%
• Black-Scholes Model 40%
• Closed Form 20%
• Elasticities 20%
• Diffusion 20%
• Error Bound 20%
• Asymptotic Expansion 20%
• Variance Model 20%
• Constant 20%
• Parameters 20%
• Diffusion 20%

Economics, Econometrics and Finance

• Options 100%
• Diffusion 40%
• Black-Scholes Model 40%
• Finance 40%
• Price 40%
• Pricing 40%
• Measure of Dispersion 20%
• Elasticity 20%

Computer Science

• Asymptotics 40%
• Option Pricing 40%
• Practical Implication 20%
• Partial Differential Equation 20%
• Simulation Mode 20%
• Analytics Solution 20%
• Asymptotic Expansion 20%
• Application 20%
• Representation 20%