"Pricing American Options under Azzalini Ito-McKean Skew Brownian Motions."

Sultan Hussain et al. (2023)

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DOI: 10.1016/J.AMC.2023.128040

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type: Journal Article

metadata version: 2023-06-02

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Sultan Hussain, Hifsa Arif, Muhammad Noorullah, Athanasios A. Pantelous:
Pricing American Options under Azzalini Ito-McKean Skew Brownian Motions. Appl. Math. Comput. 451: 128040 (2023)

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