A new closed-form WKB kernel for CEV option pricing is derived, differing from and claimed to correct an earlier semiclassical formula.
and Pantazi, C., Semiclassical quantification of some two degree of freedom potentials: A differential Galois approach
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Semiclassical CEV Option Pricing Model: an Analytical Approach
A new closed-form WKB kernel for CEV option pricing is derived, differing from and claimed to correct an earlier semiclassical formula.