"A new fourth-order numerical scheme for option pricing under the CEV model."

Nawdha Thakoor, Désiré Yannick Tangman, Muddun Bhuruth (2013)

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DOI: 10.1016/J.AML.2012.08.002

access: closed

type: Journal Article

metadata version: 2023-06-26

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Nawdha Thakoor, Désiré Yannick Tangman, Muddun Bhuruth:
A new fourth-order numerical scheme for option pricing under the CEV model. Appl. Math. Lett. 26(1): 160-164 (2013)

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