"An efficient numerical method for pricing American put options under the ..."

Jung-Kyung Lee (2021)

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DOI: 10.1016/J.CAM.2020.113311

access: closed

type: Journal Article

metadata version: 2021-02-01

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Jung-Kyung Lee:
An efficient numerical method for pricing American put options under the CEV model. J. Comput. Appl. Math. 389: 113311 (2021)

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