• C++ Programming for Financial Engineering
    Highly recommended by thousands of MFE students. Covers essential C++ topics with applications to financial engineering. Learn more Join!
    Python for Finance with Intro to Data Science
    Gain practical understanding of Python to read, understand, and write professional Python code for your first day on the job. Learn more Join!
    An Intuition-Based Options Primer for FE
    Ideal for entry level positions interviews and graduate studies, specializing in options trading arbitrage and options valuation models. Learn more Join!

Closed form solution

Quantinator

Joined
9/19/14
Messages
52
Points
18
I am looking at option pricing using the constant elasticity of variance model.
Why can a closed form solution not be obtained when using the gamma distribution?
Why can it be reached with the non central chi square distribution?
 

Similar threads

dijoney
Preferred project for a Quant Role
Replies
1
Views
556
fufutoogud
fufutoogud
Best approach in solving for an option’s mid IV?
Replies
0
Views
117
Hedge
spv-x
i want to be a quant in the US (i'm a foreigner)
Replies
3
Views
750
weab
weab
pierreyvessojic
Purpose of pricing models
Replies
6
Views
2K
achirikhin
achirikhin
BreeZeriNoo
Ideas for Master's thesis in finance
Replies
1
Views
1K
Lukee
Lukee
Back
Top