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"Efficient Monte Carlo option pricing under CEV model."

Farshid Mehrdoust, S. Babaei, Somayeh Fallah (2017)

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DOI: 10.1080/03610918.2015.1040497

access: closed

type: Journal Article

metadata version: 2020-05-10

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  - journals/cssc/MehrdoustBF17
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  - https://dblp.org/rec/journals/cssc/MehrdoustBF17
Farshid Mehrdoust, S. Babaei, Somayeh Fallah:
Efficient Monte Carlo option pricing under CEV model. Commun. Stat. Simul. Comput. 46(3): 2254-2266 (2017)

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