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"Valuing Time-Dependent CEV Barrier Options."

Chi-Fai Lo et al. (2009)

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DOI: 10.1155/2009/359623

access: open

type: Journal Article

metadata version: 2020-05-21

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  dblp key:
  - journals/jamds/LoTKH09
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  - https://dblp.org/rec/journals/jamds/LoTKH09
Chi-Fai Lo, Hon Man Tang, Ka Chun Ku, Cho-Hoi Hui:
Valuing Time-Dependent CEV Barrier Options. Adv. Decis. Sci. 2009: 359623:1-359623:17 (2009)

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